+18.6%
PG vs FIX
-40.5%
+59.1%
-5.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.0% | -5.6% | 0.0% |
| 7D | +0.2% | +6.4% | -6.2% | +1.0% |
| 30D | +10.2% | -29.1% | +39.3% | +6.0% |
| 3M | +16.2% | -31.1% | +47.4% | +11.7% |
| 6M | +18.6% | -42.8% | +61.4% | +11.5% |
| All | +18.6% | -40.5% | +59.1% | +11.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling