+116.1%
PG vs ALM
+2,589.2%
-2,473.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.5% | +8.1% | +1.7% |
| 7D | -0.8% | -11.8% | +11.0% | -0.7% |
| 30D | +0.8% | +7.8% | -7.0% | +0.7% |
| 3M | -1.3% | -9.3% | +7.9% | -1.3% |
| 6M | -3.8% | -30.5% | +26.7% | -3.7% |
| YTD | +3.6% | +75.8% | -72.2% | +2.7% |
| 1Y | -5.7% | +241.2% | -246.9% | -7.4% |
| 3Y | +1.6% | +1,872.6% | -1,871.0% | -3.0% |
| 5Y | +14.6% | +849.6% | -835.0% | +10.1% |
| All | +116.1% | +2,589.2% | -2,473.1% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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