+3,973.2%
PG vs BNY
+8,074.1%
-4,100.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -0.8% | -1.3% | +0.5% | -0.5% |
| 30D | +0.8% | -0.2% | +1.0% | +0.8% |
| 3M | -1.3% | +14.9% | -16.3% | -4.2% |
| 6M | -3.8% | +40.0% | -43.8% | -10.4% |
| YTD | +3.6% | +42.0% | -38.4% | -4.0% |
| 1Y | -5.7% | +56.9% | -62.6% | -14.5% |
| 3Y | +1.6% | +289.9% | -288.3% | -24.3% |
| 5Y | +14.6% | +259.2% | -244.6% | -14.4% |
| 10Y | +121.2% | +413.3% | -292.1% | +48.2% |
| All | +3,973.2% | +8,074.1% | -4,100.9% | +1,238.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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