+556.1%
PG vs CSGP
+3,334.4%
-2,778.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.5% |
| 3M | +4.8% | -8.2% | +13.0% | +5.3% |
| 6M | -6.1% | -35.1% | +29.0% | -3.6% |
| YTD | +4.5% | -54.0% | +58.5% | +9.5% |
| 1Y | -5.3% | -65.3% | +60.0% | +1.2% |
| 3Y | +2.6% | -62.6% | +65.1% | +8.3% |
| 5Y | +15.6% | -64.8% | +80.4% | +21.7% |
| 10Y | +118.0% | +45.1% | +72.9% | +110.0% |
| All | +556.1% | +3,334.4% | -2,778.4% | +445.5% |
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