-5.7%
PG vs AG
+110.7%
-116.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +1.6% |
| 7D | -0.8% | -6.7% | +5.9% | -0.8% |
| 30D | +0.8% | +2.2% | -1.3% | +0.8% |
| 3M | -1.3% | +15.7% | -17.0% | -1.3% |
| 6M | -3.8% | -23.8% | +20.0% | -3.6% |
| YTD | +3.6% | +17.6% | -14.0% | +5.5% |
| 1Y | -5.7% | +88.6% | -94.4% | +0.3% |
| All | -5.7% | +110.7% | -116.5% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling