+1,245.2%
MU vs PG
+14.0%
+1,231.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | +0.1% |
| 7D | -4.1% | -0.8% | -3.3% | -4.2% |
| 30D | +7.0% | +0.8% | +6.2% | +7.3% |
| 3M | -2.1% | -1.3% | -0.7% | -2.0% |
| 6M | +133.1% | -3.8% | +136.9% | +133.6% |
| YTD | +241.9% | +3.6% | +238.3% | +244.1% |
| 1Y | +548.8% | -5.7% | +554.5% | +555.7% |
| 3Y | +1,308.2% | +1.6% | +1,306.6% | +1,261.2% |
| All | +1,245.2% | +14.0% | +1,231.1% | +1,132.5% |
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