-5.7%
PG vs ES
+11.9%
-17.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.7% |
| 7D | -0.8% | -3.6% | +2.8% | -0.1% |
| 30D | +0.8% | -4.2% | +5.1% | +1.7% |
| 3M | -1.3% | +0.1% | -1.5% | -1.1% |
| 6M | -3.8% | -6.2% | +2.4% | -3.1% |
| YTD | +3.6% | +4.1% | -0.4% | +4.0% |
| 1Y | -5.7% | +10.2% | -15.9% | -2.8% |
| All | -5.7% | +11.9% | -17.7% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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