+143.3%
DELL vs PG
+15.9%
+127.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.2% | -12.1% | -6.8% |
| 7D | -24.6% | +5.7% | -30.3% | -21.8% |
| 30D | -32.5% | +15.4% | -47.9% | -27.1% |
| 3M | -20.2% | +13.8% | -34.0% | -14.3% |
| 6M | +76.5% | +18.3% | +58.2% | +93.1% |
| YTD | +198.9% | +20.1% | +178.8% | +242.6% |
| 1Y | +143.3% | +17.0% | +126.3% | +179.2% |
| All | +143.3% | +15.9% | +127.5% | +179.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling