+3,973.2%
PG vs ETR
+4,330.6%
-357.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -0.8% | -1.8% | +1.0% | -0.3% |
| 30D | +0.8% | -1.8% | +2.6% | +1.3% |
| 3M | -1.3% | -3.6% | +2.2% | -0.4% |
| 6M | -3.8% | +2.6% | -6.4% | -4.8% |
| YTD | +3.6% | +16.0% | -12.4% | -1.2% |
| 1Y | -5.7% | +20.1% | -25.9% | -11.2% |
| 3Y | +1.6% | +143.6% | -142.0% | -23.5% |
| 5Y | +14.6% | +124.4% | -109.8% | -12.2% |
| 10Y | +121.2% | +295.4% | -174.2% | +41.9% |
| All | +3,973.2% | +4,330.6% | -357.4% | +1,175.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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