+17.0%
PG vs C
+27.1%
-10.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.6% | +3.3% |
| 7D | +5.7% | +1.1% | +4.7% | +5.8% |
| 30D | +15.4% | -2.4% | +17.8% | +15.3% |
| 3M | +13.8% | -8.4% | +22.2% | +13.2% |
| 6M | +18.3% | +0.3% | +18.0% | +18.5% |
| YTD | +20.1% | +9.1% | +11.0% | +21.1% |
| 1Y | +17.0% | +26.0% | -9.1% | +18.5% |
| All | +17.0% | +27.1% | -10.1% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 1y: compounded portfolio wealth divided by compounded C 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…
1y analysis · Full analysis span regression · 6 months rolling