+659.1%
PG vs CSGP
+3,371.1%
-2,712.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.5% | +1.6% |
| 7D | +2.9% | -1.8% | +4.7% | +3.0% |
| 30D | +12.0% | +5.3% | +6.7% | +11.5% |
| 3M | +16.2% | +3.3% | +12.9% | +15.7% |
| 6M | +16.6% | -4.7% | +21.3% | +16.6% |
| YTD | +20.9% | -53.5% | +74.4% | +26.4% |
| 1Y | +17.8% | -53.7% | +71.6% | +23.3% |
| 3Y | +21.2% | -59.7% | +80.9% | +27.3% |
| 5Y | +31.7% | -62.5% | +94.2% | +37.9% |
| 10Y | +156.9% | +67.3% | +89.7% | +145.3% |
| All | +659.1% | +3,371.1% | -2,712.0% | +529.7% |
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