+13.4%
PG vs EXEL
+180.6%
-167.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +1.8% |
| 7D | -0.8% | -4.9% | +4.1% | -0.4% |
| 30D | +0.8% | +11.4% | -10.6% | -0.1% |
| 3M | -1.3% | +4.9% | -6.2% | -1.8% |
| 6M | -3.8% | +34.4% | -38.2% | -6.2% |
| YTD | +3.6% | +28.0% | -24.4% | +1.3% |
| 1Y | -5.7% | +43.6% | -49.4% | -8.9% |
| 3Y | +1.6% | +155.2% | -153.6% | -8.2% |
| All | +13.4% | +180.6% | -167.2% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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