+505.8%
PG vs AGI
+5,307.1%
-4,801.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.6% |
| 7D | -0.8% | -2.7% | +1.9% | -0.7% |
| 30D | +0.8% | +7.2% | -6.4% | +0.6% |
| 3M | -1.3% | +4.3% | -5.6% | -1.5% |
| 6M | -3.8% | -27.1% | +23.3% | -3.3% |
| YTD | +3.6% | -6.6% | +10.2% | +3.5% |
| 1Y | -5.7% | +9.5% | -15.2% | -6.2% |
| 3Y | +1.6% | +208.4% | -206.9% | -1.6% |
| 5Y | +14.6% | +401.6% | -387.0% | +9.5% |
| 10Y | +121.2% | +387.3% | -266.2% | +109.4% |
| All | +505.8% | +5,307.1% | -4,801.4% | +451.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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