+493.7%
PG vs MKSI
+2,222.5%
-1,728.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.5% |
| 7D | -0.8% | +2.7% | -3.5% | -0.9% |
| 30D | +0.8% | -12.8% | +13.6% | +1.5% |
| 3M | -1.3% | -22.5% | +21.2% | -0.5% |
| 6M | -3.8% | +19.4% | -23.2% | -5.6% |
| YTD | +3.6% | +67.7% | -64.1% | -0.4% |
| 1Y | -5.7% | +131.4% | -137.1% | -11.4% |
| 3Y | +1.6% | +197.3% | -195.7% | -7.8% |
| 5Y | +14.6% | +87.0% | -72.4% | +5.8% |
| 10Y | +121.2% | +522.1% | -400.9% | +86.4% |
| All | +493.7% | +2,222.5% | -1,728.8% | +332.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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