+1,649.0%
PG vs MDY
+2,589.7%
-940.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.6% |
| 7D | -2.7% | -2.5% | -0.2% | -1.8% |
| 30D | -1.5% | -5.0% | +3.5% | +0.3% |
| 3M | -3.4% | +0.5% | -3.8% | -3.6% |
| 6M | -7.0% | +8.0% | -15.0% | -9.7% |
| YTD | +2.0% | +12.2% | -10.2% | -2.5% |
| 1Y | -6.5% | +14.0% | -20.5% | -11.3% |
| 3Y | +1.2% | +48.2% | -47.0% | -14.3% |
| 5Y | +12.8% | +46.1% | -33.3% | -5.3% |
| 10Y | +117.7% | +173.8% | -56.1% | +39.1% |
| All | +1,649.0% | +2,589.7% | -940.7% | +313.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling