+13.4%
PG vs EXC
+43.4%
-30.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | -0.8% | -1.1% | +0.3% | -0.4% |
| 30D | +0.8% | -3.6% | +4.5% | +2.2% |
| 3M | -1.3% | -4.3% | +2.9% | +0.2% |
| 6M | -3.8% | -9.9% | +6.1% | -0.2% |
| YTD | +3.6% | +1.8% | +1.9% | +2.6% |
| 1Y | -5.7% | +2.9% | -8.6% | -7.2% |
| 3Y | +1.6% | +19.1% | -17.5% | -5.7% |
| All | +13.4% | +43.4% | -30.0% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 5y: compounded portfolio wealth divided by compounded EXC 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…
5y analysis · Full analysis span regression · 6 months rolling