+977.1%
BE vs PG
+123.1%
+854.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.8% | -2.5% |
| 7D | +23.9% | -3.4% | +27.3% | +24.6% |
| 30D | +27.8% | -2.6% | +30.4% | +28.3% |
| 3M | +3.7% | -3.3% | +7.1% | +3.9% |
| 6M | +78.0% | -6.7% | +84.7% | +79.3% |
| YTD | +209.9% | +1.7% | +208.2% | +203.9% |
| 1Y | +389.6% | -7.9% | +397.5% | +392.2% |
| 3Y | +1,730.6% | +0.9% | +1,729.7% | +1,656.9% |
| 5Y | +1,227.8% | +12.6% | +1,215.2% | +1,097.4% |
| All | +977.1% | +123.1% | +854.0% | +730.4% |
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