+4,006.0%
PG vs F
+639.5%
+3,366.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.5% |
| 7D | +1.9% | +5.3% | -3.5% | +1.2% |
| 30D | -0.2% | +4.6% | -4.8% | -0.8% |
| 3M | +4.8% | -3.7% | +8.5% | +5.1% |
| 6M | -6.1% | +16.8% | -22.9% | -8.4% |
| YTD | +4.5% | +15.3% | -10.8% | +1.9% |
| 1Y | -5.3% | +31.0% | -36.3% | -9.3% |
| 3Y | +2.6% | +45.4% | -42.9% | -4.6% |
| 5Y | +15.6% | +54.7% | -39.1% | +4.1% |
| 10Y | +118.0% | +98.2% | +19.8% | +82.3% |
| All | +4,006.0% | +639.5% | +3,366.5% | +2,180.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling