+4,642.6%
PG vs C
+1,079.6%
+3,563.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +0.6% | +4.7% | -4.2% | -0.1% |
| 30D | +10.5% | +0.2% | +10.4% | +10.4% |
| 3M | +17.4% | -9.3% | +26.7% | +18.9% |
| 6M | +18.4% | -0.8% | +19.3% | +18.2% |
| YTD | +20.7% | +8.5% | +12.1% | +18.4% |
| 1Y | +16.8% | +23.1% | -6.3% | +12.6% |
| 3Y | +20.1% | +220.8% | -200.6% | -0.4% |
| 5Y | +30.4% | +112.4% | -82.0% | +13.5% |
| 10Y | +163.7% | +217.9% | -54.2% | +108.5% |
| All | +4,642.6% | +1,079.6% | +3,563.0% | +1,693.0% |
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