+297.1%
PG vs BR
+1,278.7%
-981.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -0.8% | -3.0% | +2.2% | 0.0% |
| 30D | +0.8% | -0.3% | +1.1% | +0.8% |
| 3M | -1.3% | +17.3% | -18.6% | -5.9% |
| 6M | -3.8% | -6.7% | +2.9% | -2.6% |
| YTD | +3.6% | -23.4% | +27.1% | +10.6% |
| 1Y | -5.7% | -32.7% | +26.9% | +4.4% |
| 3Y | +1.6% | -5.9% | +7.5% | +1.3% |
| 5Y | +14.6% | +8.4% | +6.2% | +8.1% |
| 10Y | +121.2% | +189.2% | -68.0% | +55.4% |
| All | +297.1% | +1,278.7% | -981.7% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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