+4,006.0%
PG vs B
+803.7%
+3,202.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.3% |
| 7D | +1.9% | -1.6% | +3.4% | +1.9% |
| 30D | -0.2% | +9.4% | -9.7% | -0.6% |
| 3M | +4.8% | +5.0% | -0.2% | +4.5% |
| 6M | -6.1% | -3.5% | -2.6% | -6.2% |
| YTD | +4.5% | +4.5% | 0.0% | +4.0% |
| 1Y | -5.3% | +67.8% | -73.1% | -7.2% |
| 3Y | +2.6% | +196.7% | -194.1% | -1.7% |
| 5Y | +15.6% | +151.9% | -136.3% | +11.1% |
| 10Y | +118.0% | +202.2% | -84.1% | +107.6% |
| All | +4,006.0% | +803.7% | +3,202.3% | +4,441.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling