+42.3%
PG vs MP
+418.4%
-376.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +0.2% |
| 7D | -2.7% | -4.6% | +1.9% | -2.7% |
| 30D | -1.5% | -7.1% | +5.6% | -1.6% |
| 3M | -3.4% | -4.0% | +0.6% | -3.4% |
| 6M | -7.0% | -16.7% | +9.7% | -7.0% |
| YTD | +2.0% | +1.6% | +0.4% | +2.1% |
| 1Y | -6.5% | -17.8% | +11.3% | -6.5% |
| 3Y | +1.2% | +139.6% | -138.4% | +1.1% |
| 5Y | +12.8% | +50.5% | -37.7% | +13.0% |
| All | +42.3% | +418.4% | -376.0% | +38.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling