+12.8%
PG vs CAPR
+66.0%
-53.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.2% | +0.2% |
| 7D | -2.7% | -10.6% | +7.9% | -2.7% |
| 30D | -1.5% | +111.2% | -112.7% | -1.7% |
| 3M | -3.4% | -67.2% | +63.9% | -3.3% |
| 6M | -7.0% | -75.1% | +68.2% | -6.9% |
| YTD | +2.0% | -71.2% | +73.2% | +2.0% |
| 1Y | -6.5% | +31.1% | -37.6% | -7.4% |
| 3Y | +1.2% | +31.3% | -30.2% | +0.1% |
| 5Y | +12.8% | +69.4% | -56.6% | +13.1% |
| All | +12.8% | +66.0% | -53.2% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling