+116.1%
PG vs CAPR
-78.4%
+194.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.6% |
| 7D | -0.8% | -11.0% | +10.2% | -0.8% |
| 30D | +0.8% | +99.8% | -98.9% | +0.6% |
| 3M | -1.3% | -66.6% | +65.2% | -1.2% |
| 6M | -3.8% | -75.1% | +71.2% | -3.7% |
| YTD | +3.6% | -71.0% | +74.6% | +3.7% |
| 1Y | -5.7% | +30.0% | -35.7% | -6.8% |
| 3Y | +1.6% | +29.0% | -27.4% | 0.0% |
| 5Y | +14.6% | +70.8% | -56.2% | +12.5% |
| All | +116.1% | -78.4% | +194.6% | +110.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling