+902.6%
PG vs FE
+571.3%
+331.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.7% |
| 7D | +2.7% | +1.2% | +1.4% | +2.3% |
| 30D | +9.2% | +4.5% | +4.7% | +7.8% |
| 3M | +18.5% | +1.3% | +17.1% | +18.0% |
| 6M | +21.1% | +8.7% | +12.4% | +18.1% |
| YTD | +21.9% | +9.2% | +12.7% | +18.7% |
| 1Y | +18.1% | +7.0% | +11.1% | +15.6% |
| 3Y | +20.6% | +51.4% | -30.8% | +6.1% |
| 5Y | +31.8% | +47.7% | -15.9% | +16.0% |
| 10Y | +166.5% | +125.0% | +41.5% | +102.6% |
| All | +902.6% | +571.3% | +331.3% | +383.3% |
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