+116.1%
PG vs AR
+41.9%
+74.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +1.7% |
| 7D | -0.8% | -2.5% | +1.7% | -0.7% |
| 30D | +0.8% | +2.5% | -1.7% | +0.8% |
| 3M | -1.3% | +12.3% | -13.6% | -1.6% |
| 6M | -3.8% | -3.1% | -0.7% | -3.8% |
| YTD | +3.6% | +11.5% | -7.9% | +3.2% |
| 1Y | -5.7% | +17.0% | -22.8% | -6.3% |
| 3Y | +1.6% | +47.3% | -45.7% | -0.2% |
| 5Y | +14.6% | +141.2% | -126.6% | +10.2% |
| All | +116.1% | +41.9% | +74.3% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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