+116.7%
PG vs IR
+282.2%
-165.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.4% |
| 7D | -0.4% | +0.6% | -1.1% | -0.5% |
| 30D | -0.1% | -13.6% | +13.5% | +1.7% |
| 3M | +1.1% | +3.7% | -2.6% | +0.5% |
| 6M | -3.8% | -13.1% | +9.2% | -2.4% |
| YTD | +3.8% | -5.1% | +9.0% | +4.1% |
| 1Y | -5.8% | -6.5% | +0.7% | -5.5% |
| 3Y | +3.0% | +8.5% | -5.5% | -0.3% |
| 5Y | +14.5% | +43.3% | -28.8% | +5.3% |
| All | +116.7% | +282.2% | -165.5% | +77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling