+12.8%
PG vs IR
+35.0%
-22.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -2.7% | -3.1% | +0.4% | -2.3% |
| 30D | -1.5% | -14.0% | +12.5% | +0.3% |
| 3M | -3.4% | +3.7% | -7.1% | -3.9% |
| 6M | -7.0% | -15.4% | +8.4% | -5.3% |
| YTD | +2.0% | -7.7% | +9.7% | +2.5% |
| 1Y | -6.5% | -8.8% | +2.4% | -6.0% |
| 3Y | +1.2% | +5.6% | -4.4% | -3.1% |
| 5Y | +12.8% | +34.3% | -21.5% | +1.2% |
| All | +12.8% | +35.0% | -22.2% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling