+1,278.0%
AAPL vs PG
+121.7%
+1,156.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +0.9% |
| 7D | +3.8% | -0.8% | +4.6% | +4.3% |
| 30D | +9.9% | +0.8% | +9.1% | +9.4% |
| 3M | +12.5% | -1.3% | +13.8% | +13.2% |
| 6M | +27.6% | -3.8% | +31.5% | +29.7% |
| YTD | +22.6% | +3.6% | +18.9% | +19.3% |
| 1Y | +45.0% | -5.7% | +50.7% | +48.0% |
| 3Y | +87.8% | +1.6% | +86.2% | +79.9% |
| 5Y | +128.7% | +14.6% | +114.1% | +101.3% |
| All | +1,278.0% | +121.7% | +1,156.3% | +807.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling