+112.7%
PG vs F
+90.9%
+21.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.1% |
| 7D | -2.7% | -3.7% | +1.0% | -2.3% |
| 30D | -1.5% | -0.7% | -0.8% | -1.5% |
| 3M | -3.4% | -1.9% | -1.5% | -3.3% |
| 6M | -7.0% | +16.1% | -23.1% | -8.8% |
| YTD | +2.0% | +9.5% | -7.5% | +0.5% |
| 1Y | -6.5% | +27.2% | -33.7% | -9.5% |
| 3Y | +1.2% | +36.3% | -35.1% | -4.1% |
| 5Y | +12.8% | +49.3% | -36.5% | +2.7% |
| All | +112.7% | +90.9% | +21.8% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 10y: compounded portfolio wealth divided by compounded F 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…
10y analysis · Full analysis span regression · 6 months rolling