+108.7%
PG vs FND
+57.3%
+51.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -2.0% |
| 7D | -3.4% | -0.8% | -2.6% | -3.3% |
| 30D | -2.6% | -19.6% | +17.0% | -0.6% |
| 3M | -3.3% | -4.3% | +1.0% | -3.2% |
| 6M | -6.7% | -20.4% | +13.7% | -5.2% |
| YTD | +1.7% | -21.9% | +23.6% | +3.3% |
| 1Y | -7.9% | -45.2% | +37.3% | -3.6% |
| 3Y | +0.9% | -49.2% | +50.2% | +4.6% |
| 5Y | +12.6% | -61.8% | +74.4% | +17.1% |
| All | +108.7% | +57.3% | +51.4% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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