+13.4%
PG vs EL
-69.0%
+82.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.5% |
| 7D | -0.8% | -6.5% | +5.7% | 0.0% |
| 30D | +0.8% | +11.1% | -10.3% | -0.6% |
| 3M | -1.3% | +10.7% | -12.1% | -2.8% |
| 6M | -3.8% | +6.9% | -10.7% | -5.2% |
| YTD | +3.6% | -6.3% | +9.9% | +3.2% |
| 1Y | -5.7% | +13.5% | -19.2% | -8.5% |
| 3Y | +1.6% | -33.1% | +34.6% | +3.7% |
| All | +13.4% | -69.0% | +82.4% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 5y: compounded portfolio wealth divided by compounded EL 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…
5y analysis · Full analysis span regression · 6 months rolling