+4,006.0%
PG vs EXC
+2,353.7%
+1,652.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.7% | 0.0% |
| 7D | +1.9% | +0.3% | +1.6% | +1.8% |
| 30D | -0.2% | -3.7% | +3.5% | +0.8% |
| 3M | +4.8% | -1.3% | +6.1% | +5.2% |
| 6M | -6.1% | -9.7% | +3.6% | -3.3% |
| YTD | +4.5% | +2.9% | +1.6% | +3.3% |
| 1Y | -5.3% | +4.4% | -9.7% | -6.9% |
| 3Y | +2.6% | +22.2% | -19.6% | -4.4% |
| 5Y | +15.6% | +46.7% | -31.1% | +1.5% |
| 10Y | +118.0% | +155.3% | -37.3% | +60.6% |
| All | +4,006.0% | +2,353.7% | +1,652.3% | +1,221.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling