+12.6%
PG vs MP
+66.1%
-53.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -2.0% |
| 7D | -3.4% | -0.7% | -2.7% | -3.4% |
| 30D | -2.6% | -0.7% | -1.9% | -2.6% |
| 3M | -3.3% | 0.0% | -3.3% | -3.3% |
| 6M | -6.7% | -10.0% | +3.2% | -6.7% |
| YTD | +1.7% | +7.5% | -5.7% | +1.9% |
| 1Y | -7.9% | -14.0% | +6.1% | -7.9% |
| 3Y | +0.9% | +153.5% | -152.6% | +0.4% |
| 5Y | +12.6% | +62.7% | -50.1% | +12.1% |
| All | +12.6% | +66.1% | -53.4% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling