+29.8%
PG vs CSGP
-63.4%
+93.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.7% | +3.7% | -0.6% |
| 7D | +2.4% | +1.3% | +1.1% | +2.2% |
| 30D | +12.6% | +10.7% | +1.9% | +11.5% |
| 3M | +13.3% | +3.3% | +10.0% | +12.7% |
| 6M | +13.4% | -10.3% | +23.7% | +13.9% |
| YTD | +18.8% | -54.6% | +73.3% | +26.0% |
| 1Y | +16.5% | -54.6% | +71.1% | +23.5% |
| 3Y | +18.6% | -60.3% | +79.0% | +26.1% |
| All | +29.8% | -63.4% | +93.2% | +37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling