+4,006.0%
PG vs C
+1,202.3%
+2,803.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +1.9% | +3.6% | -1.8% | +1.3% |
| 30D | -0.2% | +0.1% | -0.3% | -0.3% |
| 3M | +4.8% | +2.4% | +2.4% | +4.3% |
| 6M | -6.1% | +24.9% | -31.0% | -9.3% |
| YTD | +4.5% | +19.8% | -15.3% | +1.2% |
| 1Y | -5.3% | +44.9% | -50.2% | -10.8% |
| 3Y | +2.6% | +263.0% | -260.4% | -16.4% |
| 5Y | +15.6% | +129.5% | -113.9% | -0.4% |
| 10Y | +118.0% | +291.6% | -173.6% | +67.5% |
| All | +4,006.0% | +1,202.3% | +2,803.7% | +1,432.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling