+20.7%
PG vs AUR
-35.7%
+56.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.6% |
| 7D | -0.8% | +1.4% | -2.2% | -0.8% |
| 30D | +0.8% | -6.4% | +7.2% | +0.8% |
| 3M | -1.3% | +7.7% | -9.0% | -1.3% |
| 6M | -3.8% | +44.5% | -48.3% | -3.8% |
| YTD | +3.6% | +67.4% | -63.8% | +3.6% |
| 1Y | -5.7% | +15.4% | -21.2% | -5.7% |
| 3Y | +1.6% | +94.8% | -93.3% | +1.4% |
| 5Y | +14.6% | -35.1% | +49.7% | +11.7% |
| All | +20.7% | -35.7% | +56.4% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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