+17.0%
PG vs IT
-17.9%
+34.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.8% | +3.2% |
| 7D | +5.7% | -5.5% | +11.2% | +6.0% |
| 30D | +15.4% | +10.3% | +5.1% | +15.1% |
| 3M | +13.8% | +11.5% | +2.3% | +13.4% |
| 6M | +18.3% | +40.3% | -22.0% | +16.7% |
| YTD | +20.1% | -17.9% | +38.0% | +22.7% |
| 1Y | +17.0% | -8.8% | +25.8% | +15.8% |
| All | +17.0% | -17.9% | +34.9% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling