-0.3%
PG vs M
+106.8%
-107.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.2% | -1.9% |
| 7D | -3.4% | -4.1% | +0.7% | -3.3% |
| 30D | -2.6% | -13.6% | +11.0% | -2.1% |
| 3M | -3.3% | -2.3% | -1.1% | -3.3% |
| 6M | -6.7% | +21.9% | -28.6% | -7.4% |
| YTD | +1.7% | -0.6% | +2.3% | +1.6% |
| 1Y | -7.9% | +29.7% | -37.6% | -8.9% |
| All | -0.3% | +106.8% | -107.0% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 3y: compounded portfolio wealth divided by compounded M 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…
3y analysis · Full analysis span regression · 6 months rolling