+448.2%
PG vs MA
+18,070.6%
-17,622.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.3% | +0.8% |
| 7D | +2.7% | +1.3% | +1.4% | +2.4% |
| 30D | +9.2% | +9.6% | -0.4% | +7.1% |
| 3M | +18.5% | +16.8% | +1.7% | +14.7% |
| 6M | +21.1% | +35.2% | -14.1% | +13.6% |
| YTD | +21.9% | +16.6% | +5.4% | +17.6% |
| 1Y | +18.1% | +19.8% | -1.7% | +13.3% |
| 3Y | +20.6% | +70.7% | -50.1% | +7.0% |
| 5Y | +31.8% | +87.4% | -55.6% | +13.4% |
| 10Y | +166.5% | +570.0% | -403.6% | +76.4% |
| All | +448.2% | +18,070.6% | -17,622.4% | +114.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling