+12.8%
PG vs C
+131.6%
-118.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | -2.7% | +0.3% | -2.9% | -2.7% |
| 30D | -1.5% | +2.0% | -3.6% | -1.7% |
| 3M | -3.4% | +4.4% | -7.7% | -3.7% |
| 6M | -7.0% | +28.3% | -35.3% | -8.6% |
| YTD | +2.0% | +20.5% | -18.5% | +0.4% |
| 1Y | -6.5% | +45.5% | -52.0% | -9.5% |
| 3Y | +1.2% | +274.0% | -272.9% | -13.7% |
| 5Y | +12.8% | +136.1% | -123.3% | +1.5% |
| All | +12.8% | +131.6% | -118.8% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling