+3,981.9%
PG vs ED
+2,238.5%
+1,743.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.0% |
| 7D | -0.4% | +0.5% | -1.0% | -0.7% |
| 30D | -0.1% | +1.1% | -1.2% | -0.7% |
| 3M | +1.1% | +4.6% | -3.6% | -0.9% |
| 6M | -3.8% | -2.0% | -1.8% | -3.2% |
| YTD | +3.8% | +11.7% | -7.9% | -1.1% |
| 1Y | -5.8% | +15.7% | -21.5% | -11.7% |
| 3Y | +3.0% | +34.4% | -31.3% | -10.2% |
| 5Y | +14.5% | +67.3% | -52.8% | -9.6% |
| 10Y | +117.8% | +104.0% | +13.7% | +55.6% |
| All | +3,981.9% | +2,238.5% | +1,743.4% | +901.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling