+116.1%
PG vs ALL
+365.1%
-248.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.4% |
| 7D | -0.8% | -2.3% | +1.5% | -0.1% |
| 30D | +0.8% | -0.4% | +1.2% | +0.9% |
| 3M | -1.3% | +16.0% | -17.4% | -5.8% |
| 6M | -3.8% | +24.6% | -28.4% | -10.2% |
| YTD | +3.6% | +23.7% | -20.0% | -3.2% |
| 1Y | -5.7% | +27.7% | -33.5% | -12.9% |
| 3Y | +1.6% | +150.2% | -148.6% | -24.6% |
| 5Y | +14.6% | +117.1% | -102.5% | -13.0% |
| All | +116.1% | +365.1% | -248.9% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 10y: compounded portfolio wealth divided by compounded ALL 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…
10y analysis · Full analysis span regression · 6 months rolling