+116.1%
PG vs EBAY
+285.8%
-169.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +1.3% |
| 7D | -0.8% | +4.2% | -5.0% | -1.4% |
| 30D | +0.8% | +5.6% | -4.8% | 0.0% |
| 3M | -1.3% | -1.4% | +0.1% | -1.3% |
| 6M | -3.8% | +18.2% | -22.0% | -6.4% |
| YTD | +3.6% | +24.8% | -21.2% | -0.3% |
| 1Y | -5.7% | +18.0% | -23.8% | -8.9% |
| 3Y | +1.6% | +160.3% | -158.7% | -15.0% |
| 5Y | +14.6% | +62.1% | -47.5% | +1.6% |
| All | +116.1% | +285.8% | -169.7% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EBAY.
Daily Out/Under-Performance
Portfolio return minus EBAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EBAY 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 EBAY 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