+3,981.9%
PG vs FITB
+2,836.2%
+1,145.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -0.4% | +2.8% | -3.3% | -0.8% |
| 30D | -0.1% | -4.5% | +4.4% | +0.4% |
| 3M | +1.1% | +5.7% | -4.6% | +0.3% |
| 6M | -3.8% | +17.1% | -20.9% | -5.8% |
| YTD | +3.8% | +18.3% | -14.5% | +1.4% |
| 1Y | -5.8% | +23.9% | -29.6% | -8.6% |
| 3Y | +3.0% | +131.1% | -128.1% | -8.8% |
| 5Y | +14.5% | +71.1% | -56.6% | +3.8% |
| 10Y | +117.8% | +283.9% | -166.1% | +69.7% |
| All | +3,981.9% | +2,836.2% | +1,145.7% | +1,469.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling