+2,522.0%
PG vs IT
+5,579.9%
-3,057.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | -2.7% | -12.7% | +10.0% | -1.5% |
| 30D | -1.5% | -8.9% | +7.3% | -0.8% |
| 3M | -3.4% | +10.1% | -13.5% | -4.7% |
| 6M | -7.0% | +7.3% | -14.2% | -8.3% |
| YTD | +2.0% | -32.4% | +34.4% | +4.5% |
| 1Y | -6.5% | -26.6% | +20.2% | -5.1% |
| 3Y | +1.2% | -51.8% | +53.0% | +5.7% |
| 5Y | +12.8% | -45.6% | +58.4% | +15.6% |
| 10Y | +117.7% | +92.4% | +25.3% | +95.2% |
| All | +2,522.0% | +5,579.9% | -3,057.9% | +1,836.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling