+4,006.0%
PG vs ES
+1,243.3%
+2,762.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | +1.9% | +0.3% | +1.6% | +1.8% |
| 30D | -0.2% | -2.0% | +1.7% | +0.3% |
| 3M | +4.8% | +1.7% | +3.1% | +4.3% |
| 6M | -6.1% | -3.5% | -2.6% | -5.3% |
| YTD | +4.5% | +7.9% | -3.4% | +2.1% |
| 1Y | -5.3% | +17.2% | -22.5% | -10.0% |
| 3Y | +2.6% | +29.3% | -26.7% | -6.4% |
| 5Y | +15.6% | -5.7% | +21.3% | +14.6% |
| 10Y | +118.0% | +85.2% | +32.8% | +83.0% |
| All | +4,006.0% | +1,243.3% | +2,762.7% | +2,119.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling