+4,692.5%
PG vs ES
+1,272.1%
+3,420.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.8% |
| 7D | +2.7% | +2.7% | 0.0% | +1.9% |
| 30D | +9.2% | +7.6% | +1.6% | +7.0% |
| 3M | +18.5% | +0.5% | +18.0% | +18.3% |
| 6M | +21.1% | +7.6% | +13.5% | +18.6% |
| YTD | +21.9% | +10.2% | +11.7% | +18.4% |
| 1Y | +18.1% | +1.8% | +16.3% | +16.8% |
| 3Y | +20.6% | +55.4% | -34.8% | +4.8% |
| 5Y | +31.8% | +7.3% | +24.5% | +26.2% |
| 10Y | +166.5% | +96.4% | +70.1% | +120.6% |
| All | +4,692.5% | +1,272.1% | +3,420.4% | +2,474.5% |
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