+30.4%
PG vs B
+110.9%
-80.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.4% |
| 7D | +0.6% | -6.2% | +6.8% | +0.9% |
| 30D | +10.5% | -6.6% | +17.1% | +10.8% |
| 3M | +17.4% | -7.9% | +25.3% | +17.7% |
| 6M | +18.4% | -16.8% | +35.2% | +19.4% |
| YTD | +20.7% | -11.7% | +32.3% | +20.6% |
| 1Y | +16.8% | +3.5% | +13.3% | +15.3% |
| 3Y | +20.1% | +165.7% | -145.6% | +5.9% |
| 5Y | +30.4% | +108.4% | -78.0% | +15.0% |
| All | +30.4% | +110.9% | -80.5% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling