+947.4%
PG vs EWT
+573.9%
+373.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.8% | +0.7% |
| 7D | -2.7% | -1.1% | -1.6% | -2.5% |
| 30D | -1.5% | +4.8% | -6.3% | -2.4% |
| 3M | -3.4% | +11.1% | -14.5% | -5.7% |
| 6M | -7.0% | +54.6% | -61.6% | -14.9% |
| YTD | +2.0% | +71.4% | -69.5% | -8.6% |
| 1Y | -6.5% | +82.1% | -88.6% | -17.3% |
| 3Y | +1.2% | +193.2% | -192.1% | -19.5% |
| 5Y | +12.8% | +146.1% | -133.3% | -7.7% |
| 10Y | +117.7% | +505.0% | -387.3% | +47.7% |
| All | +947.4% | +573.9% | +373.5% | +478.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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