+17.0%
PG vs MKTX
+5.4%
+11.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.3% | +3.2% |
| 7D | +5.7% | +0.5% | +5.2% | +5.7% |
| 30D | +15.4% | +1.0% | +14.5% | +15.4% |
| 3M | +13.8% | +2.5% | +11.3% | +13.8% |
| 6M | +18.3% | +8.0% | +10.3% | +18.7% |
| YTD | +20.1% | -7.3% | +27.4% | +23.6% |
| 1Y | +17.0% | +4.7% | +12.3% | +19.4% |
| All | +17.0% | +5.4% | +11.6% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling