0.0%
PG vs EW
+17.2%
-17.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.2% |
| 7D | -2.7% | -3.4% | +0.7% | -2.4% |
| 30D | -1.5% | -7.4% | +5.8% | -0.9% |
| 3M | -3.4% | +0.9% | -4.3% | -3.4% |
| 6M | -7.0% | +1.2% | -8.1% | -7.2% |
| YTD | +2.0% | +1.8% | +0.2% | +1.7% |
| 1Y | -6.5% | +10.8% | -17.3% | -7.3% |
| All | 0.0% | +17.2% | -17.3% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 3y: compounded portfolio wealth divided by compounded EW 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…
3y analysis · Full analysis span regression · 6 months rolling