+1.6%
PG vs MAR
+66.4%
-64.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.4% |
| 7D | -0.8% | -0.5% | -0.3% | -0.7% |
| 30D | +0.8% | -5.4% | +6.2% | +1.5% |
| 3M | -1.3% | -15.5% | +14.2% | +0.7% |
| 6M | -3.8% | +3.0% | -6.8% | -3.9% |
| YTD | +3.6% | +8.5% | -4.9% | +2.9% |
| 1Y | -5.7% | +26.0% | -31.7% | -7.6% |
| 3Y | +1.6% | +68.6% | -67.0% | -3.3% |
| All | +1.6% | +66.4% | -64.8% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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