+232.4%
PG vs CG
+323.7%
-91.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | -1.6% |
| 7D | -3.4% | -6.4% | +3.0% | -2.8% |
| 30D | -2.6% | -7.1% | +4.5% | -2.0% |
| 3M | -3.3% | -1.6% | -1.8% | -3.3% |
| 6M | -6.7% | -8.3% | +1.6% | -6.2% |
| YTD | +1.7% | -23.8% | +25.5% | +3.9% |
| 1Y | -7.9% | -28.7% | +20.8% | -5.5% |
| 3Y | +0.9% | +49.2% | -48.2% | -6.8% |
| 5Y | +12.6% | +5.5% | +7.1% | +6.3% |
| 10Y | +117.2% | +331.2% | -214.1% | +67.5% |
| All | +232.4% | +323.7% | -91.3% | +147.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling