+3,908.7%
PG vs HON
+5,490.3%
-1,581.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.6% | +0.5% |
| 7D | -2.7% | -2.6% | -0.1% | -2.1% |
| 30D | -1.5% | -11.9% | +10.3% | +1.2% |
| 3M | -3.4% | -6.1% | +2.7% | -2.4% |
| 6M | -7.0% | -19.2% | +12.2% | -2.9% |
| YTD | +2.0% | +0.2% | +1.8% | +1.3% |
| 1Y | -6.5% | -1.5% | -5.0% | -6.9% |
| 3Y | +1.2% | +17.9% | -16.8% | -4.0% |
| 5Y | +12.8% | +1.9% | +10.9% | +9.9% |
| 10Y | +117.7% | +135.2% | -17.5% | +73.2% |
| All | +3,908.7% | +5,490.3% | -1,581.6% | +1,244.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HON.
Daily Out/Under-Performance
Portfolio return minus HON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HON 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 HON 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