-7.9%
PG vs CSGP
-66.3%
+58.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -1.9% |
| 7D | -3.4% | -5.4% | +2.0% | -3.1% |
| 30D | -2.6% | -6.0% | +3.4% | -2.3% |
| 3M | -3.3% | -12.8% | +9.5% | -3.6% |
| 6M | -6.7% | -38.9% | +32.2% | -7.1% |
| YTD | +1.7% | -56.0% | +57.8% | +3.3% |
| 1Y | -7.9% | -66.4% | +58.5% | -3.4% |
| All | -7.9% | -66.3% | +58.4% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling