+12.8%
PG vs ALL
+113.6%
-100.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -2.7% | -4.3% | +1.6% | -1.8% |
| 30D | -1.5% | -3.6% | +2.0% | -0.8% |
| 3M | -3.4% | +13.2% | -16.6% | -6.1% |
| 6M | -7.0% | +22.5% | -29.5% | -11.2% |
| YTD | +2.0% | +22.7% | -20.7% | -2.8% |
| 1Y | -6.5% | +28.3% | -34.8% | -11.8% |
| 3Y | +1.2% | +152.0% | -150.9% | -16.9% |
| 5Y | +12.8% | +115.4% | -102.6% | -4.6% |
| All | +12.8% | +113.6% | -100.8% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling