+116.1%
PG vs B
+210.7%
-94.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.6% |
| 7D | -0.8% | -2.4% | +1.6% | -0.6% |
| 30D | +0.8% | +6.3% | -5.5% | +0.3% |
| 3M | -1.3% | +12.1% | -13.5% | -2.3% |
| 6M | -3.8% | -3.1% | -0.7% | -4.0% |
| YTD | +3.6% | +2.0% | +1.7% | +2.8% |
| 1Y | -5.7% | +51.7% | -57.4% | -9.8% |
| 3Y | +1.6% | +190.5% | -188.9% | -9.1% |
| 5Y | +14.6% | +158.0% | -143.4% | +2.7% |
| All | +116.1% | +210.7% | -94.5% | +92.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling