+2,977.7%
PG vs M
+436.6%
+2,541.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.5% | +0.9% |
| 7D | +2.7% | +7.0% | -4.4% | +2.0% |
| 30D | +9.2% | +8.9% | +0.3% | +8.2% |
| 3M | +18.5% | +4.5% | +14.0% | +17.8% |
| 6M | +21.1% | +36.2% | -15.1% | +17.1% |
| YTD | +21.9% | +15.1% | +6.8% | +19.5% |
| 1Y | +18.1% | +27.4% | -9.4% | +14.5% |
| 3Y | +20.6% | +160.1% | -139.6% | +6.1% |
| 5Y | +31.8% | -1.6% | +33.4% | +23.9% |
| 10Y | +166.5% | -7.7% | +174.2% | +129.8% |
| All | +2,977.7% | +436.6% | +2,541.1% | +1,740.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling