+116.1%
PG vs CDE
+61.6%
+54.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.6% |
| 7D | -0.8% | -3.1% | +2.3% | -0.7% |
| 30D | +0.8% | +9.5% | -8.6% | +0.5% |
| 3M | -1.3% | +25.5% | -26.8% | -2.3% |
| 6M | -3.8% | -7.9% | +4.1% | -3.9% |
| YTD | +3.6% | +15.6% | -11.9% | +2.5% |
| 1Y | -5.7% | +34.0% | -39.8% | -7.6% |
| 3Y | +1.6% | +791.9% | -790.3% | -9.8% |
| 5Y | +14.6% | +197.7% | -183.1% | +5.2% |
| All | +116.1% | +61.6% | +54.6% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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