0.0%
PG vs ED
+33.4%
-33.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | -2.7% | -1.9% | -0.8% | -2.0% |
| 30D | -1.5% | +0.1% | -1.6% | -1.6% |
| 3M | -3.4% | 0.0% | -3.4% | -3.4% |
| 6M | -7.0% | -2.5% | -4.5% | -6.2% |
| YTD | +2.0% | +10.1% | -8.1% | -1.9% |
| 1Y | -6.5% | +13.6% | -20.1% | -11.3% |
| All | 0.0% | +33.4% | -33.4% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 3y: compounded portfolio wealth divided by compounded ED 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…
3y analysis · Full analysis span regression · 6 months rolling