+17.0%
PG vs IAG
+56.5%
-39.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +10.2% | -7.0% | +3.2% |
| 7D | +5.7% | +1.1% | +4.6% | +5.6% |
| 30D | +15.4% | -5.3% | +20.7% | +15.4% |
| 3M | +13.8% | +18.0% | -4.2% | +13.2% |
| 6M | +18.3% | +7.1% | +11.2% | +17.7% |
| YTD | +20.1% | +5.9% | +14.2% | +20.6% |
| 1Y | +17.0% | +59.4% | -42.4% | +20.4% |
| All | +17.0% | +56.5% | -39.5% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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