+696.2%
PG vs BG
+1,169.9%
-473.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.4% | +1.8% |
| 7D | -0.8% | +3.1% | -3.9% | -1.2% |
| 30D | +0.8% | +10.2% | -9.4% | -0.6% |
| 3M | -1.3% | -1.7% | +0.3% | -1.3% |
| 6M | -3.8% | +1.0% | -4.8% | -4.4% |
| YTD | +3.6% | +39.9% | -36.3% | -1.6% |
| 1Y | -5.7% | +53.2% | -59.0% | -11.7% |
| 3Y | +1.6% | +16.3% | -14.7% | -2.1% |
| 5Y | +14.6% | +83.9% | -69.3% | +2.1% |
| 10Y | +121.2% | +165.1% | -43.9% | +80.0% |
| All | +696.2% | +1,169.9% | -473.7% | +469.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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