+3,981.9%
PG vs GEN
+8,593.9%
-4,612.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.2% | -0.4% |
| 7D | -0.4% | -0.7% | +0.3% | -0.4% |
| 30D | -0.1% | +2.6% | -2.8% | -0.3% |
| 3M | +1.1% | +15.8% | -14.7% | +0.2% |
| 6M | -3.8% | +33.1% | -36.9% | -5.6% |
| YTD | +3.8% | +11.3% | -7.5% | +2.9% |
| 1Y | -5.8% | +1.7% | -7.4% | -6.2% |
| 3Y | +3.0% | +58.1% | -55.1% | -0.5% |
| 5Y | +14.5% | +20.6% | -6.2% | +11.8% |
| 10Y | +117.8% | +149.0% | -31.2% | +101.3% |
| All | +3,981.9% | +8,593.9% | -4,612.0% | +2,284.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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