+4,642.6%
PG vs F
+509.2%
+4,133.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.6% |
| 7D | +0.6% | -3.9% | +4.4% | +1.0% |
| 30D | +10.5% | -0.5% | +11.0% | +10.6% |
| 3M | +17.4% | -12.9% | +30.3% | +19.3% |
| 6M | +18.4% | +1.5% | +16.9% | +17.5% |
| YTD | +20.7% | -5.0% | +25.7% | +20.5% |
| 1Y | +16.8% | -7.3% | +24.2% | +17.0% |
| 3Y | +20.1% | +45.3% | -25.1% | +11.8% |
| 5Y | +30.4% | -15.8% | +46.2% | +27.3% |
| 10Y | +163.7% | +64.2% | +99.5% | +125.7% |
| All | +4,642.6% | +509.2% | +4,133.3% | +2,596.4% |
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