+68.0%
PG vs MP
+271.0%
-203.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.6% |
| 7D | +0.2% | +2.3% | -2.1% | +0.2% |
| 30D | +10.2% | -15.3% | +25.5% | +10.0% |
| 3M | +16.2% | -33.5% | +49.7% | +15.9% |
| 6M | +18.6% | -45.5% | +64.1% | +18.1% |
| YTD | +20.4% | -27.3% | +47.7% | +20.2% |
| 1Y | +16.2% | -40.7% | +56.9% | +15.8% |
| 3Y | +19.9% | +145.9% | -126.0% | +19.3% |
| 5Y | +30.3% | -13.9% | +44.2% | +29.9% |
| All | +68.0% | +271.0% | -203.0% | +62.7% |
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