+292.6%
PG vs CAPR
-99.1%
+391.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | -0.6% |
| 7D | -0.4% | -9.5% | +9.1% | -0.4% |
| 30D | -0.1% | +121.5% | -121.7% | -0.5% |
| 3M | +1.1% | -65.4% | +66.4% | +1.2% |
| 6M | -3.8% | -67.5% | +63.7% | -3.7% |
| YTD | +3.8% | -68.6% | +72.5% | +4.0% |
| 1Y | -5.8% | +42.7% | -48.4% | -6.9% |
| 3Y | +3.0% | +43.4% | -40.3% | +1.3% |
| 5Y | +14.5% | +86.0% | -71.6% | +12.2% |
| 10Y | +117.8% | -77.4% | +195.2% | +110.6% |
| All | +292.6% | -99.1% | +391.7% | +270.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling