+17.0%
PG vs CAPR
+47.4%
-30.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +8.3% | -5.0% | +3.2% |
| 7D | +5.7% | +43.2% | -37.5% | +5.7% |
| 30D | +15.4% | +14.7% | +0.8% | +15.4% |
| 3M | +13.8% | +113.9% | -100.1% | +13.6% |
| 6M | +18.3% | -73.4% | +91.7% | +18.4% |
| YTD | +20.1% | -69.1% | +89.2% | +20.2% |
| 1Y | +17.0% | +47.2% | -30.2% | +16.0% |
| All | +17.0% | +47.4% | -30.4% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling