+3,981.9%
PG vs CI
+7,450.8%
-3,468.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.3% |
| 7D | -0.4% | -2.0% | +1.6% | -0.1% |
| 30D | -0.1% | -1.8% | +1.7% | +0.2% |
| 3M | +1.1% | -4.2% | +5.3% | +1.7% |
| 6M | -3.8% | +2.7% | -6.5% | -4.6% |
| YTD | +3.8% | +1.9% | +1.9% | +3.0% |
| 1Y | -5.8% | -6.3% | +0.5% | -5.6% |
| 3Y | +3.0% | +3.9% | -0.8% | +0.1% |
| 5Y | +14.5% | +41.9% | -27.4% | +4.4% |
| 10Y | +117.8% | +140.4% | -22.6% | +75.2% |
| All | +3,981.9% | +7,450.8% | -3,468.9% | +1,251.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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