+585.5%
PG vs MAR
+2,460.4%
-1,874.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.1% |
| 7D | -3.4% | -0.5% | -2.9% | -3.3% |
| 30D | -2.6% | -4.7% | +2.1% | -1.9% |
| 3M | -3.3% | -15.6% | +12.3% | -1.0% |
| 6M | -6.7% | +1.2% | -7.9% | -7.0% |
| YTD | +1.7% | +7.5% | -5.7% | +0.4% |
| 1Y | -7.9% | +26.6% | -34.5% | -11.5% |
| 3Y | +0.9% | +66.0% | -65.0% | -7.7% |
| 5Y | +12.6% | +154.1% | -141.5% | -4.9% |
| 10Y | +117.2% | +441.9% | -324.7% | +52.9% |
| All | +585.5% | +2,460.4% | -1,874.9% | +211.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling