+168.3%
PG vs FIX
+3,564.5%
-3,396.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.4% | +1.1% |
| 7D | +2.7% | +9.4% | -6.8% | +2.2% |
| 30D | +9.2% | -27.8% | +37.0% | +10.8% |
| 3M | +18.5% | -35.6% | +54.0% | +20.9% |
| 6M | +21.1% | -45.2% | +66.3% | +24.4% |
| YTD | +21.9% | +19.5% | +2.4% | +17.7% |
| 1Y | +18.1% | +24.2% | -6.1% | +13.5% |
| 3Y | +20.6% | +494.2% | -473.6% | -6.5% |
| 5Y | +31.8% | +1,036.1% | -1,004.3% | -9.1% |
| All | +168.3% | +3,564.5% | -3,396.2% | +49.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling