+655.4%
PG vs GS
+1,656.1%
-1,000.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +4.1% | +1.6% | +2.5% | +3.8% |
| 30D | +12.3% | +1.7% | +10.6% | +11.9% |
| 3M | +15.9% | -11.6% | +27.5% | +17.7% |
| 6M | +16.8% | -1.9% | +18.7% | +16.4% |
| YTD | +21.1% | +5.1% | +16.0% | +19.2% |
| 1Y | +19.3% | +16.4% | +2.9% | +15.5% |
| 3Y | +20.6% | +199.0% | -178.4% | +0.2% |
| 5Y | +30.7% | +157.4% | -126.8% | +10.1% |
| 10Y | +166.7% | +457.2% | -290.6% | +94.5% |
| All | +655.4% | +1,656.1% | -1,000.7% | +328.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling