+294.8%
PG vs BND
+75.1%
+219.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.9% | +0.4% |
| 7D | -2.7% | -0.9% | -1.8% | -2.5% |
| 30D | -1.5% | -1.0% | -0.6% | -1.3% |
| 3M | -3.4% | -1.2% | -2.1% | -3.1% |
| 6M | -7.0% | -2.0% | -5.0% | -6.5% |
| YTD | +2.0% | -1.2% | +3.2% | +2.3% |
| 1Y | -6.5% | -0.5% | -6.0% | -6.3% |
| 3Y | +1.2% | +12.4% | -11.2% | -0.9% |
| 5Y | +12.8% | -2.5% | +15.3% | +11.6% |
| 10Y | +117.7% | +15.0% | +102.7% | +119.6% |
| All | +294.8% | +75.1% | +219.7% | +331.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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