+20.6%
PG vs F
+45.8%
-25.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | +2.7% | -3.1% | +5.8% | +2.9% |
| 30D | +9.2% | 0.0% | +9.2% | +9.2% |
| 3M | +18.5% | -13.2% | +31.7% | +19.4% |
| 6M | +21.1% | -10.2% | +31.3% | +21.5% |
| YTD | +21.9% | -4.9% | +26.9% | +21.7% |
| 1Y | +18.1% | -6.1% | +24.2% | +17.9% |
| 3Y | +20.6% | +46.0% | -25.4% | +20.8% |
| All | +20.6% | +45.8% | -25.3% | +20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling