-0.3%
PG vs C
+270.1%
-270.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.0% |
| 7D | -3.4% | +2.6% | -6.0% | -3.4% |
| 30D | -2.6% | +1.9% | -4.5% | -2.6% |
| 3M | -3.3% | +2.8% | -6.1% | -3.3% |
| 6M | -6.7% | +30.6% | -37.3% | -6.7% |
| YTD | +1.7% | +19.9% | -18.1% | +1.7% |
| 1Y | -7.9% | +44.6% | -52.5% | -8.5% |
| All | -0.3% | +270.1% | -270.4% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling