+116.1%
PG vs FITB
+290.8%
-174.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -0.8% | -0.3% | -0.5% | -0.8% |
| 30D | +0.8% | -5.7% | +6.5% | +1.5% |
| 3M | -1.3% | +3.2% | -4.5% | -1.7% |
| 6M | -3.8% | +23.4% | -27.2% | -6.2% |
| YTD | +3.6% | +18.8% | -15.2% | +1.3% |
| 1Y | -5.7% | +25.0% | -30.7% | -8.5% |
| 3Y | +1.6% | +131.2% | -129.6% | -9.5% |
| 5Y | +14.6% | +70.7% | -56.1% | +4.8% |
| All | +116.1% | +290.8% | -174.6% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 10y: compounded portfolio wealth divided by compounded FITB 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…
10y analysis · Full analysis span regression · 6 months rolling