+375.3%
PG vs EXPE
+776.5%
-401.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.9% | +7.3% | +0.1% |
| 7D | -0.4% | -9.8% | +9.3% | +0.4% |
| 30D | -0.1% | -11.5% | +11.4% | +0.8% |
| 3M | +1.1% | +21.7% | -20.6% | -0.8% |
| 6M | -3.8% | +10.4% | -14.2% | -5.0% |
| YTD | +3.8% | -2.5% | +6.4% | +3.3% |
| 1Y | -5.8% | +27.3% | -33.1% | -8.8% |
| 3Y | +3.0% | +153.5% | -150.5% | -8.0% |
| 5Y | +14.5% | +91.1% | -76.6% | +2.8% |
| 10Y | +117.8% | +153.1% | -35.3% | +81.4% |
| All | +375.3% | +776.5% | -401.2% | +179.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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