+171.7%
PG vs AR
-27.2%
+198.9%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.3% |
| 7D | +1.9% | +2.5% | -0.6% | +1.8% |
| 30D | -0.2% | +14.8% | -15.0% | -0.6% |
| 3M | +4.8% | +6.2% | -1.4% | +4.6% |
| 6M | -6.1% | +4.3% | -10.4% | -6.3% |
| YTD | +4.5% | +14.4% | -9.9% | +3.9% |
| 1Y | -5.3% | +21.3% | -26.6% | -6.0% |
| 3Y | +2.6% | +39.8% | -37.2% | +0.7% |
| 5Y | +15.6% | +142.1% | -126.5% | +10.7% |
| 10Y | +118.0% | +52.0% | +66.0% | +101.8% |
| All | +171.7% | -27.2% | +198.9% | +156.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling