+292.7%
PG vs BTG
+373.5%
-80.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.6% |
| 7D | -0.8% | -3.8% | +3.0% | -0.7% |
| 30D | +0.8% | +3.6% | -2.8% | +0.7% |
| 3M | -1.3% | +32.0% | -33.4% | -2.1% |
| 6M | -3.8% | +3.4% | -7.2% | -4.1% |
| YTD | +3.6% | +20.8% | -17.2% | +2.8% |
| 1Y | -5.7% | +22.4% | -28.1% | -6.6% |
| 3Y | +1.6% | +91.7% | -90.1% | -0.9% |
| 5Y | +14.6% | +79.0% | -64.4% | +11.7% |
| 10Y | +121.2% | +152.6% | -31.4% | +112.7% |
| All | +292.7% | +373.5% | -80.9% | +271.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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