+18.1%
PG vs EQT
-4.5%
+22.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.9% | +6.1% | +3.2% |
| 7D | +5.7% | -6.3% | +12.0% | +5.6% |
| 30D | +15.4% | +3.1% | +12.3% | +15.4% |
| 3M | +13.8% | +0.2% | +13.6% | +13.7% |
| 6M | +18.3% | -10.3% | +28.6% | +18.0% |
| YTD | +20.1% | -0.8% | +21.0% | +19.1% |
| All | +18.1% | -4.5% | +22.6% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 1y: compounded portfolio wealth divided by compounded EQT 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…
1y analysis · Full analysis span regression · 6 months rolling