-5.7%
PG vs FIX
+121.9%
-127.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.3% | -4.7% | +2.0% |
| 7D | -0.8% | +5.0% | -5.8% | -0.5% |
| 30D | +0.8% | -2.7% | +3.5% | +0.7% |
| 3M | -1.3% | -8.2% | +6.9% | -1.7% |
| 6M | -3.8% | +20.3% | -24.1% | -3.2% |
| YTD | +3.6% | +81.4% | -77.8% | +8.5% |
| 1Y | -5.7% | +121.5% | -127.2% | +1.1% |
| All | -5.7% | +121.9% | -127.6% | +1.1% |
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