+4,006.0%
PG vs HD
+31,989.9%
-27,983.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.3% | -0.5% |
| 7D | +1.9% | -2.1% | +3.9% | +2.3% |
| 30D | -0.2% | -8.4% | +8.2% | +1.8% |
| 3M | +4.8% | +4.3% | +0.5% | +3.6% |
| 6M | -6.1% | -11.1% | +5.0% | -3.6% |
| YTD | +4.5% | -4.7% | +9.1% | +5.3% |
| 1Y | -5.3% | -19.8% | +14.5% | -0.7% |
| 3Y | +2.6% | +4.1% | -1.5% | +0.3% |
| 5Y | +15.6% | +10.3% | +5.3% | +10.2% |
| 10Y | +118.0% | +203.2% | -85.1% | +62.7% |
| All | +4,006.0% | +31,989.9% | -27,983.8% | +610.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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