+116.2%
PG vs IR
+271.1%
-154.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -0.8% | -4.5% | +3.7% | -0.2% |
| 30D | +0.8% | -13.9% | +14.8% | +2.8% |
| 3M | -1.3% | -0.3% | -1.0% | -1.4% |
| 6M | -3.8% | -14.3% | +10.5% | -2.2% |
| YTD | +3.6% | -7.9% | +11.5% | +4.2% |
| 1Y | -5.7% | -9.9% | +4.2% | -5.0% |
| 3Y | +1.6% | +6.5% | -5.0% | -1.5% |
| 5Y | +14.6% | +34.0% | -19.4% | +6.4% |
| All | +116.2% | +271.1% | -154.8% | +78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling