+915.1%
PG vs FIX
+8,968.5%
-8,053.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.0% | -5.6% | -0.9% |
| 7D | +0.2% | +6.4% | -6.2% | -0.3% |
| 30D | +10.2% | -29.1% | +39.3% | +12.3% |
| 3M | +16.2% | -31.1% | +47.4% | +18.5% |
| 6M | +18.6% | -42.8% | +61.4% | +22.1% |
| YTD | +20.4% | +24.6% | -4.3% | +16.5% |
| 1Y | +16.2% | +21.9% | -5.8% | +12.4% |
| 3Y | +19.9% | +524.9% | -505.0% | -1.0% |
| 5Y | +30.3% | +1,092.2% | -1,061.9% | +0.8% |
| 10Y | +163.1% | +3,759.0% | -3,595.9% | +79.9% |
| All | +915.1% | +8,968.5% | -8,053.4% | +523.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling