+125,387.6%
AAPL vs PG
+3,937.4%
+121,450.3%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.3% | +3.5% |
| 7D | -0.5% | -2.7% | +2.2% | +0.5% |
| 30D | +7.1% | -1.5% | +8.6% | +7.7% |
| 3M | +12.1% | -3.4% | +15.5% | +13.4% |
| 6M | +25.4% | -7.0% | +32.4% | +28.4% |
| YTD | +20.5% | +2.0% | +18.5% | +19.1% |
| 1Y | +44.5% | -6.5% | +51.0% | +47.0% |
| 3Y | +85.8% | +1.2% | +84.6% | +82.0% |
| 5Y | +124.8% | +12.8% | +112.0% | +111.3% |
| 10Y | +1,284.7% | +117.7% | +1,167.0% | +943.3% |
| All | +125,387.6% | +3,937.4% | +121,450.3% | +24,298.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling