+17.0%
PG vs CG
-14.1%
+31.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.5% | -1.3% | +3.1% |
| 7D | +5.7% | +9.4% | -3.7% | +5.4% |
| 30D | +15.4% | +8.7% | +6.7% | +15.0% |
| 3M | +13.8% | -15.0% | +28.8% | +13.6% |
| 6M | +18.3% | -13.2% | +31.5% | +18.1% |
| YTD | +20.1% | -26.2% | +46.3% | +17.4% |
| 1Y | +17.0% | -14.1% | +31.1% | +10.6% |
| All | +17.0% | -14.1% | +31.1% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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