+12.6%
PG vs ES
-4.5%
+17.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.6% | -1.6% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | -2.6% | -1.0% | -1.6% | -2.3% |
| 3M | -3.3% | +1.5% | -4.8% | -3.8% |
| 6M | -6.7% | -3.5% | -3.2% | -5.9% |
| YTD | +1.7% | +7.0% | -5.2% | -0.5% |
| 1Y | -7.9% | +15.3% | -23.2% | -12.9% |
| 3Y | +0.9% | +30.2% | -29.3% | -9.5% |
| 5Y | +12.6% | -4.3% | +16.9% | +14.4% |
| All | +12.6% | -4.5% | +17.2% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling