-0.7%
PG vs INIO
-40.3%
+39.6%
-5.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.7% | +5.9% | 0.0% |
| 7D | -2.7% | -3.4% | +0.7% | -2.8% |
| 30D | -1.5% | -28.6% | +27.1% | -3.1% |
| 3M | -3.4% | -37.6% | +34.3% | -6.4% |
| All | -0.7% | -40.3% | +39.6% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INIO.
Daily Out/Under-Performance
Portfolio return minus INIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INIO 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 3y: compounded portfolio wealth divided by compounded INIO 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…
3y analysis · Full analysis span regression · Available span rolling