+333.8%
PG vs ET
+1,438.5%
-1,104.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.7% |
| 7D | -0.8% | +0.2% | -1.0% | -0.8% |
| 30D | +0.8% | +2.9% | -2.0% | +0.6% |
| 3M | -1.3% | +16.8% | -18.1% | -2.6% |
| 6M | -3.8% | +18.9% | -22.7% | -5.2% |
| YTD | +3.6% | +37.7% | -34.1% | +0.9% |
| 1Y | -5.7% | +32.4% | -38.2% | -8.0% |
| 3Y | +1.6% | +99.5% | -97.9% | -4.5% |
| 5Y | +14.6% | +244.0% | -229.4% | +2.5% |
| 10Y | +121.2% | +172.1% | -50.9% | +95.5% |
| All | +333.8% | +1,438.5% | -1,104.8% | +136.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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