+505.6%
PG vs IAG
+368.4%
+137.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.3% |
| 7D | -2.7% | -4.1% | +1.4% | -2.6% |
| 30D | -1.5% | +10.6% | -12.2% | -1.9% |
| 3M | -3.4% | +35.4% | -38.7% | -4.5% |
| 6M | -7.0% | -9.5% | +2.6% | -7.0% |
| YTD | +2.0% | +21.8% | -19.8% | +0.8% |
| 1Y | -6.5% | +84.1% | -90.6% | -8.9% |
| 3Y | +1.2% | +817.4% | -816.2% | -7.8% |
| 5Y | +12.8% | +830.1% | -817.3% | +1.5% |
| 10Y | +117.7% | +413.8% | -296.1% | +94.9% |
| All | +505.6% | +368.4% | +137.2% | +398.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling