+938.2%
MU vs PG
+31.4%
+906.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.2% |
| 7D | +12.8% | +2.7% | +10.1% | +13.7% |
| 30D | -14.9% | +9.2% | -24.1% | -12.4% |
| 3M | -18.0% | +18.5% | -36.5% | -14.0% |
| 6M | -3.1% | +21.1% | -24.2% | +2.0% |
| YTD | +172.9% | +21.9% | +151.0% | +187.8% |
| 1Y | +228.8% | +18.1% | +210.8% | +246.8% |
| 3Y | +950.8% | +20.6% | +930.3% | +958.8% |
| All | +938.2% | +31.4% | +906.9% | +897.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling