+759.0%
PG vs FE
+561.4%
+197.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.2% |
| 7D | +1.9% | +1.9% | -0.1% | +1.3% |
| 30D | -0.2% | -1.2% | +0.9% | +0.1% |
| 3M | +4.8% | +3.5% | +1.3% | +3.7% |
| 6M | -6.1% | -6.1% | 0.0% | -4.5% |
| YTD | +4.5% | +7.6% | -3.2% | +2.1% |
| 1Y | -5.3% | +11.9% | -17.2% | -8.6% |
| 3Y | +2.6% | +48.4% | -45.9% | -9.3% |
| 5Y | +15.6% | +44.8% | -29.2% | +2.2% |
| 10Y | +118.0% | +115.9% | +2.1% | +67.4% |
| All | +759.0% | +561.4% | +197.6% | +315.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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