+28.4%
PG vs EXE
+188.3%
-159.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | 0.0% | +0.2% |
| 7D | -2.7% | -2.2% | -0.5% | -2.7% |
| 30D | -1.5% | -0.8% | -0.7% | -1.5% |
| 3M | -3.4% | +10.0% | -13.4% | -3.5% |
| 6M | -7.0% | -6.3% | -0.6% | -6.9% |
| YTD | +2.0% | -10.7% | +12.7% | +2.2% |
| 1Y | -6.5% | +2.7% | -9.1% | -6.6% |
| 3Y | +1.2% | +19.1% | -17.9% | +0.7% |
| 5Y | +12.8% | +105.4% | -92.6% | +14.3% |
| All | +28.4% | +188.3% | -159.9% | +34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling