-6.7%
PG vs EXE
-9.4%
+2.6%
-9.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -2.1% |
| 7D | -3.4% | -2.7% | -0.7% | -3.6% |
| 30D | -2.6% | -0.4% | -2.2% | -2.6% |
| 3M | -3.3% | +9.5% | -12.8% | -2.2% |
| 6M | -6.7% | -9.3% | +2.6% | -7.6% |
| All | -6.7% | -9.4% | +2.6% | -7.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling