+660.6%
PG vs CSGP
+3,270.0%
-2,609.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.4% |
| 7D | +4.1% | -3.2% | +7.2% | +4.3% |
| 30D | +12.3% | +2.2% | +10.0% | +12.0% |
| 3M | +15.9% | -3.7% | +19.6% | +16.0% |
| 6M | +16.8% | -7.4% | +24.3% | +17.1% |
| YTD | +21.1% | -54.9% | +76.0% | +27.0% |
| 1Y | +19.3% | -54.9% | +74.2% | +25.0% |
| 3Y | +20.6% | -61.9% | +82.5% | +27.1% |
| 5Y | +30.7% | -63.1% | +93.8% | +37.0% |
| 10Y | +166.7% | +65.1% | +101.5% | +154.9% |
| All | +660.6% | +3,270.0% | -2,609.4% | +532.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling