+116.1%
PG vs AA
+122.9%
-6.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -0.8% | -3.4% | +2.6% | -0.7% |
| 30D | +0.8% | -5.8% | +6.6% | +1.0% |
| 3M | -1.3% | -29.9% | +28.6% | -0.1% |
| 6M | -3.8% | -27.0% | +23.2% | -3.0% |
| YTD | +3.6% | -8.7% | +12.3% | +3.3% |
| 1Y | -5.7% | +50.6% | -56.4% | -8.5% |
| 3Y | +1.6% | +74.1% | -72.5% | -3.7% |
| 5Y | +14.6% | +2.6% | +12.0% | +9.9% |
| All | +116.1% | +122.9% | -6.7% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling