+17.0%
PG vs B
+27.8%
-10.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +8.3% | -5.1% | +3.2% |
| 7D | +5.7% | +1.1% | +4.6% | +5.6% |
| 30D | +15.4% | +0.3% | +15.1% | +15.2% |
| 3M | +13.8% | +5.4% | +8.4% | +13.5% |
| 6M | +18.3% | +5.5% | +12.8% | +17.2% |
| YTD | +20.1% | -6.3% | +26.5% | +20.5% |
| 1Y | +17.0% | +29.4% | -12.4% | +22.0% |
| All | +17.0% | +27.8% | -10.8% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 1y: compounded portfolio wealth divided by compounded B 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…
1y analysis · Full analysis span regression · 6 months rolling