+116.1%
PG vs EAT
+374.9%
-258.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.6% |
| 7D | -0.8% | -7.7% | +6.9% | -0.5% |
| 30D | +0.8% | -13.6% | +14.4% | +1.3% |
| 3M | -1.3% | +33.9% | -35.2% | -2.5% |
| 6M | -3.8% | +47.2% | -51.0% | -5.4% |
| YTD | +3.6% | +48.1% | -44.4% | +1.8% |
| 1Y | -5.7% | +33.7% | -39.4% | -7.1% |
| 3Y | +1.6% | +595.8% | -594.2% | -7.0% |
| 5Y | +14.6% | +314.4% | -299.8% | +5.9% |
| All | +116.1% | +374.9% | -258.8% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling