+17.0%
PG vs MP
-35.7%
+52.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.1% | +8.3% | +3.0% |
| 7D | +5.7% | -12.5% | +18.3% | +5.0% |
| 30D | +15.4% | -23.3% | +38.7% | +14.0% |
| 3M | +13.8% | -24.4% | +38.1% | +12.6% |
| 6M | +18.3% | -45.8% | +64.1% | +15.6% |
| YTD | +20.1% | -28.9% | +49.1% | +20.0% |
| 1Y | +17.0% | -34.6% | +51.6% | +16.4% |
| All | +17.0% | -35.7% | +52.7% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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