-5.7%
PG vs ALAB
+24.6%
-30.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.7% | +1.7% |
| 7D | -0.8% | -6.2% | +5.4% | -1.1% |
| 30D | +0.8% | -8.7% | +9.5% | +0.5% |
| 3M | -1.3% | -20.7% | +19.4% | -2.0% |
| 6M | -3.8% | +133.5% | -137.3% | +0.7% |
| YTD | +3.6% | +75.1% | -71.4% | +7.5% |
| 1Y | -5.7% | +25.0% | -30.8% | -2.7% |
| All | -5.7% | +24.6% | -30.3% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 ALAB 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