+1.6%
PG vs BAX
-35.4%
+36.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.8% |
| 7D | -0.8% | -7.9% | +7.1% | +0.1% |
| 30D | +0.8% | -11.7% | +12.5% | +2.3% |
| 3M | -1.3% | +16.2% | -17.5% | -3.2% |
| 6M | -3.8% | +32.0% | -35.8% | -7.1% |
| YTD | +3.6% | +24.7% | -21.1% | +0.1% |
| 1Y | -5.7% | -2.6% | -3.1% | -6.6% |
| 3Y | +1.6% | -35.0% | +36.6% | +3.5% |
| All | +1.6% | -35.4% | +36.9% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 3y: compounded portfolio wealth divided by compounded BAX 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…
3y analysis · Full analysis span regression · 6 months rolling