+4,660.3%
PG vs MAS
+1,692.0%
+2,968.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.4% |
| 7D | +4.1% | +3.6% | +0.5% | +3.5% |
| 30D | +12.3% | +23.8% | -11.6% | +8.4% |
| 3M | +15.9% | +14.4% | +1.5% | +13.4% |
| 6M | +16.8% | +19.7% | -2.9% | +13.1% |
| YTD | +21.1% | +36.0% | -14.8% | +14.5% |
| 1Y | +19.3% | +40.4% | -21.1% | +12.2% |
| 3Y | +20.6% | +58.9% | -38.3% | +9.9% |
| 5Y | +30.7% | +44.5% | -13.9% | +19.4% |
| 10Y | +166.7% | +214.8% | -48.1% | +112.3% |
| All | +4,660.3% | +1,692.0% | +2,968.3% | +2,540.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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