+13.4%
PG vs CGNX
-25.4%
+38.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.5% | +1.5% |
| 7D | -0.8% | +3.2% | -4.0% | -0.9% |
| 30D | +0.8% | +6.0% | -5.2% | +0.7% |
| 3M | -1.3% | +3.5% | -4.9% | -1.6% |
| 6M | -3.8% | +26.3% | -30.1% | -4.8% |
| YTD | +3.6% | +79.2% | -75.6% | +1.2% |
| 1Y | -5.7% | +43.8% | -49.5% | -7.3% |
| 3Y | +1.6% | +52.0% | -50.4% | -1.6% |
| All | +13.4% | -25.4% | +38.8% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 5y: compounded portfolio wealth divided by compounded CGNX 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…
5y analysis · Full analysis span regression · 6 months rolling