+45.6%
PG vs COMP
-53.0%
+98.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.4% | +7.6% | +0.4% |
| 7D | +4.1% | +7.2% | -3.1% | +3.9% |
| 30D | +12.3% | +6.4% | +5.9% | +12.0% |
| 3M | +15.9% | -19.4% | +35.4% | +16.4% |
| 6M | +16.8% | +14.6% | +2.3% | +16.1% |
| YTD | +21.1% | -5.5% | +26.6% | +20.5% |
| 1Y | +19.3% | +13.7% | +5.6% | +18.1% |
| 3Y | +20.6% | +409.7% | -389.1% | +14.2% |
| 5Y | +30.7% | -17.0% | +47.7% | +21.2% |
| All | +45.6% | -53.0% | +98.6% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling