0.0%
PG vs AG
+260.2%
-260.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.1% | +0.2% |
| 7D | -2.7% | -5.8% | +3.1% | -2.7% |
| 30D | -1.5% | +6.4% | -7.9% | -1.5% |
| 3M | -3.4% | +28.4% | -31.7% | -3.3% |
| 6M | -7.0% | -24.5% | +17.5% | -6.9% |
| YTD | +2.0% | +21.2% | -19.2% | +2.6% |
| 1Y | -6.5% | +114.1% | -120.6% | -5.3% |
| All | 0.0% | +260.2% | -260.2% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling