+1.6%
PG vs EXE
+15.6%
-14.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +1.6% |
| 7D | -0.8% | -3.1% | +2.3% | -0.8% |
| 30D | +0.8% | -0.9% | +1.7% | +0.8% |
| 3M | -1.3% | +9.6% | -10.9% | -1.2% |
| 6M | -3.8% | -11.6% | +7.8% | -3.8% |
| YTD | +3.6% | -12.6% | +16.2% | +3.6% |
| 1Y | -5.7% | +1.2% | -6.9% | -5.5% |
| 3Y | +1.6% | +18.0% | -16.4% | +2.4% |
| All | +1.6% | +15.6% | -14.0% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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