-5.3%
PG vs FIX
+128.3%
-133.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.2% |
| 7D | +1.9% | +6.0% | -4.2% | +2.3% |
| 30D | -0.2% | -7.2% | +7.0% | -0.7% |
| 3M | +4.8% | -15.9% | +20.6% | +4.0% |
| 6M | -6.1% | +12.7% | -18.8% | -5.8% |
| YTD | +4.5% | +72.8% | -68.3% | +9.3% |
| 1Y | -5.3% | +122.9% | -128.2% | +2.7% |
| All | -5.3% | +128.3% | -133.6% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling