+1,384.0%
MU vs PG
+0.7%
+1,383.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.0% | +4.8% | +1.4% |
| 7D | +7.5% | -3.4% | +10.9% | +5.0% |
| 30D | +19.4% | -2.6% | +22.0% | +17.5% |
| 3M | +9.8% | -3.3% | +13.2% | +8.9% |
| 6M | +164.1% | -6.7% | +170.9% | +158.9% |
| YTD | +260.3% | +1.7% | +258.6% | +271.8% |
| 1Y | +661.2% | -7.9% | +669.1% | +659.8% |
| All | +1,384.0% | +0.7% | +1,383.3% | +1,485.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling