+438.8%
PG vs A
+442.2%
-3.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.3% |
| 7D | -0.4% | -2.1% | +1.6% | -0.2% |
| 30D | -0.1% | +0.6% | -0.7% | -0.3% |
| 3M | +1.1% | +10.9% | -9.8% | -0.2% |
| 6M | -3.8% | +28.2% | -32.0% | -6.7% |
| YTD | +3.8% | +8.6% | -4.7% | +2.4% |
| 1Y | -5.8% | +15.5% | -21.3% | -7.8% |
| 3Y | +3.0% | +31.8% | -28.8% | -1.6% |
| 5Y | +14.5% | -14.9% | +29.3% | +13.9% |
| 10Y | +117.8% | +237.8% | -120.0% | +87.3% |
| All | +438.8% | +442.2% | -3.5% | +331.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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