+3.2%
PG vs CSGP
-62.7%
+65.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.2% |
| 7D | +1.9% | -4.1% | +5.9% | +2.1% |
| 30D | -0.2% | +2.3% | -2.6% | -0.4% |
| 3M | +4.8% | -8.2% | +13.0% | +4.8% |
| 6M | -6.1% | -35.1% | +29.0% | -4.9% |
| YTD | +4.5% | -54.0% | +58.5% | +7.8% |
| 1Y | -5.3% | -65.3% | +60.0% | -0.5% |
| All | +3.2% | -62.7% | +65.9% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling