+116.1%
PG vs MDY
+177.2%
-61.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.3% |
| 7D | -0.8% | -1.9% | +1.1% | -0.2% |
| 30D | +0.8% | -4.6% | +5.5% | +2.4% |
| 3M | -1.3% | -1.2% | -0.1% | -1.0% |
| 6M | -3.8% | +9.2% | -13.0% | -6.8% |
| YTD | +3.6% | +13.1% | -9.4% | -0.8% |
| 1Y | -5.7% | +13.0% | -18.7% | -9.9% |
| 3Y | +1.6% | +49.2% | -47.6% | -13.6% |
| 5Y | +14.6% | +47.2% | -32.6% | -3.4% |
| All | +116.1% | +177.2% | -61.0% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling