-4.1%
PG vs CARR
-6.1%
+2.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | -0.2% | -4.1% | +3.9% | +0.2% |
| 30D | +1.1% | -8.8% | +9.9% | +2.0% |
| 3M | -1.6% | -17.8% | +16.2% | 0.0% |
| 6M | -1.5% | +3.6% | -5.2% | -3.3% |
| YTD | +4.2% | +9.6% | -5.4% | +2.6% |
| All | -4.1% | -6.1% | +2.0% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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