+12.8%
PG vs ALM
+856.4%
-843.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.6% | +9.8% | +0.2% |
| 7D | -2.7% | -7.1% | +4.4% | -2.7% |
| 30D | -1.5% | +24.7% | -26.2% | -1.6% |
| 3M | -3.4% | +8.3% | -11.7% | -3.4% |
| 6M | -7.0% | -22.2% | +15.2% | -7.0% |
| YTD | +2.0% | +88.1% | -86.1% | +1.7% |
| 1Y | -6.5% | +272.4% | -278.8% | -7.2% |
| 3Y | +1.2% | +2,004.1% | -2,003.0% | -0.4% |
| 5Y | +12.8% | +915.8% | -903.0% | +11.4% |
| All | +12.8% | +856.4% | -843.6% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling