+13.4%
PG vs COST
+104.4%
-91.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | -0.8% | -1.2% | +0.4% | -0.4% |
| 30D | +0.8% | -4.7% | +5.5% | +2.2% |
| 3M | -1.3% | -7.1% | +5.8% | +0.7% |
| 6M | -3.8% | -8.5% | +4.7% | -1.5% |
| YTD | +3.6% | +5.4% | -1.8% | +1.7% |
| 1Y | -5.7% | -5.6% | -0.1% | -4.6% |
| 3Y | +1.6% | +68.5% | -66.9% | -15.0% |
| All | +13.4% | +104.4% | -91.0% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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