+943.9%
PG vs EW
+6,681.4%
-5,737.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | -3.4% | -5.1% | +1.7% | -2.7% |
| 30D | -2.6% | -6.4% | +3.8% | -1.7% |
| 3M | -3.3% | -1.6% | -1.8% | -3.2% |
| 6M | -6.7% | +2.3% | -9.0% | -7.2% |
| YTD | +1.7% | +1.1% | +0.7% | +1.3% |
| 1Y | -7.9% | +8.0% | -15.9% | -9.2% |
| 3Y | +0.9% | +16.3% | -15.4% | -3.5% |
| 5Y | +12.6% | -29.4% | +42.0% | +14.4% |
| 10Y | +117.2% | +125.6% | -8.4% | +83.9% |
| All | +943.9% | +6,681.4% | -5,737.5% | +514.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling