+12.8%
PG vs AR
+141.3%
-128.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -2.7% | -1.3% | -1.4% | -2.7% |
| 30D | -1.5% | +3.5% | -5.1% | -1.6% |
| 3M | -3.4% | +9.9% | -13.3% | -3.4% |
| 6M | -7.0% | +4.5% | -11.5% | -7.1% |
| YTD | +2.0% | +13.7% | -11.7% | +1.7% |
| 1Y | -6.5% | +19.2% | -25.7% | -6.8% |
| 3Y | +1.2% | +46.2% | -45.0% | -0.5% |
| 5Y | +12.8% | +145.9% | -133.1% | +12.7% |
| All | +12.8% | +141.3% | -128.6% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling