+3.0%
PG vs FIX
+784.8%
-781.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.5% |
| 7D | -0.4% | +6.1% | -6.5% | -0.1% |
| 30D | -0.1% | -2.7% | +2.5% | -0.2% |
| 3M | +1.1% | -10.9% | +12.0% | +0.8% |
| 6M | -3.8% | +29.0% | -32.8% | -2.6% |
| YTD | +3.8% | +76.9% | -73.0% | +7.0% |
| 1Y | -5.8% | +130.7% | -136.5% | -1.6% |
| 3Y | +3.0% | +790.7% | -787.6% | +16.7% |
| All | +3.0% | +784.8% | -781.8% | +16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling