+116.1%
PG vs AG
+68.4%
+47.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +1.7% |
| 7D | -0.8% | -6.7% | +5.9% | -0.6% |
| 30D | +0.8% | +2.2% | -1.3% | +0.7% |
| 3M | -1.3% | +15.7% | -17.0% | -1.8% |
| 6M | -3.8% | -23.8% | +20.0% | -3.4% |
| YTD | +3.6% | +17.6% | -14.0% | +2.8% |
| 1Y | -5.7% | +88.6% | -94.4% | -7.8% |
| 3Y | +1.6% | +253.4% | -251.8% | -3.7% |
| 5Y | +14.6% | +62.4% | -47.8% | +10.4% |
| All | +116.1% | +68.4% | +47.8% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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