+4,521.4%
DELL vs PG
+117.2%
+4,404.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.2% | -5.6% | -5.4% |
| 7D | -1.9% | -2.7% | +0.8% | -1.2% |
| 30D | +14.9% | -1.5% | +16.4% | +15.3% |
| 3M | +37.2% | -3.4% | +40.6% | +38.0% |
| 6M | +254.0% | -7.0% | +261.0% | +259.0% |
| YTD | +306.1% | +2.0% | +304.2% | +300.0% |
| 1Y | +312.3% | -6.5% | +318.7% | +316.5% |
| 3Y | +654.0% | +1.2% | +652.9% | +615.6% |
| 5Y | +1,055.3% | +12.8% | +1,042.5% | +932.7% |
| 10Y | +3,948.9% | +117.7% | +3,831.2% | +2,705.5% |
| All | +4,521.4% | +117.2% | +4,404.3% | +3,113.3% |
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