+296.6%
PG vs AG
+451.1%
-154.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.1% |
| 7D | -3.4% | -0.1% | -3.3% | -3.4% |
| 30D | -2.6% | +12.5% | -15.0% | -3.0% |
| 3M | -3.3% | +28.2% | -31.5% | -4.2% |
| 6M | -6.7% | -18.8% | +12.1% | -6.5% |
| YTD | +1.7% | +27.4% | -25.6% | +0.4% |
| 1Y | -7.9% | +132.2% | -140.1% | -11.1% |
| 3Y | +0.9% | +286.9% | -285.9% | -5.4% |
| 5Y | +12.6% | +72.8% | -60.1% | +7.5% |
| 10Y | +117.2% | +74.6% | +42.6% | +101.2% |
| All | +296.6% | +451.1% | -154.5% | +198.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling