+3,899.5%
PG vs CAG
+588.0%
+3,311.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.7% |
| 7D | -3.4% | -6.6% | +3.2% | -1.3% |
| 30D | -2.6% | +2.3% | -4.9% | -3.4% |
| 3M | -3.3% | +16.3% | -19.6% | -8.2% |
| 6M | -6.7% | -16.0% | +9.3% | -2.1% |
| YTD | +1.7% | -7.7% | +9.4% | +3.4% |
| 1Y | -7.9% | -16.0% | +8.1% | -3.7% |
| 3Y | +0.9% | -37.7% | +38.6% | +14.7% |
| 5Y | +12.6% | -41.2% | +53.9% | +29.8% |
| 10Y | +117.2% | -33.8% | +151.0% | +128.9% |
| All | +3,899.5% | +588.0% | +3,311.4% | +1,525.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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