+117.2%
PG vs GS
+640.6%
-523.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | -3.4% | +2.4% | -5.8% | -3.7% |
| 30D | -2.6% | -0.1% | -2.5% | -2.6% |
| 3M | -3.3% | +0.2% | -3.5% | -3.7% |
| 6M | -6.7% | +24.8% | -31.5% | -10.4% |
| YTD | +1.7% | +18.8% | -17.0% | -1.9% |
| 1Y | -7.9% | +37.3% | -45.2% | -13.6% |
| 3Y | +0.9% | +237.9% | -237.0% | -22.0% |
| 5Y | +12.6% | +187.0% | -174.4% | -11.0% |
| 10Y | +117.2% | +650.5% | -533.3% | +31.8% |
| All | +117.2% | +640.6% | -523.4% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 10y: compounded portfolio wealth divided by compounded GS 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…
10y analysis · Full analysis span regression · 6 months rolling