+4,006.0%
PG vs CI
+7,591.2%
-3,585.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | +1.9% | +1.3% | +0.5% | +1.6% |
| 30D | -0.2% | +4.4% | -4.7% | -1.0% |
| 3M | +4.8% | +0.7% | +4.1% | +4.5% |
| 6M | -6.1% | +0.3% | -6.4% | -6.5% |
| YTD | +4.5% | +3.8% | +0.6% | +3.3% |
| 1Y | -5.3% | -5.5% | +0.2% | -5.3% |
| 3Y | +2.6% | +8.1% | -5.5% | -1.1% |
| 5Y | +15.6% | +42.8% | -27.2% | +5.3% |
| 10Y | +118.0% | +143.9% | -25.9% | +74.9% |
| All | +4,006.0% | +7,591.2% | -3,585.2% | +1,255.1% |
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