+17.0%
PG vs GM
+37.1%
-20.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.6% | -1.4% | +2.7% |
| 7D | +5.7% | +12.1% | -6.3% | +4.5% |
| 30D | +15.4% | +15.2% | +0.2% | +13.6% |
| 3M | +13.8% | +4.9% | +8.9% | +13.0% |
| 6M | +18.3% | +22.6% | -4.3% | +15.7% |
| YTD | +20.1% | +14.4% | +5.7% | +17.1% |
| 1Y | +17.0% | +39.4% | -22.4% | +9.6% |
| All | +17.0% | +37.1% | -20.1% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 1y: compounded portfolio wealth divided by compounded GM 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…
1y analysis · Full analysis span regression · 6 months rolling