+13.4%
PG vs MA
+67.5%
-54.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.4% |
| 7D | -0.8% | -1.7% | +0.9% | -0.4% |
| 30D | +0.8% | +1.7% | -0.9% | +0.4% |
| 3M | -1.3% | +17.2% | -18.5% | -5.0% |
| 6M | -3.8% | +13.3% | -17.1% | -6.8% |
| YTD | +3.6% | +0.2% | +3.4% | +3.2% |
| 1Y | -5.7% | -2.7% | -3.0% | -5.5% |
| 3Y | +1.6% | +39.1% | -37.5% | -7.0% |
| All | +13.4% | +67.5% | -54.1% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 5y: compounded portfolio wealth divided by compounded MA 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…
5y analysis · Full analysis span regression · 6 months rolling