+751.3%
PG vs EXEL
+254.9%
+496.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +1.7% |
| 7D | -0.8% | -4.9% | +4.1% | -0.6% |
| 30D | +0.8% | +11.4% | -10.6% | +0.3% |
| 3M | -1.3% | +4.9% | -6.2% | -1.6% |
| 6M | -3.8% | +34.4% | -38.2% | -5.3% |
| YTD | +3.6% | +28.0% | -24.4% | +2.2% |
| 1Y | -5.7% | +43.6% | -49.4% | -7.6% |
| 3Y | +1.6% | +155.2% | -153.6% | -3.7% |
| 5Y | +14.6% | +181.2% | -166.6% | +7.6% |
| 10Y | +121.2% | +368.4% | -247.3% | +97.8% |
| All | +751.3% | +254.9% | +496.4% | +522.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling