+29.4%
PG vs MP
-13.8%
+43.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.9% | -6.0% | -1.0% |
| 7D | +2.4% | -10.5% | +12.9% | +2.3% |
| 30D | +12.6% | -23.5% | +36.2% | +12.3% |
| 3M | +13.3% | -25.4% | +38.7% | +13.0% |
| 6M | +13.4% | -51.3% | +64.7% | +12.9% |
| YTD | +18.8% | -29.9% | +48.7% | +18.4% |
| 1Y | +16.5% | -31.8% | +48.3% | +16.1% |
| 3Y | +18.6% | +127.0% | -108.4% | +16.7% |
| All | +29.4% | -13.8% | +43.2% | +29.3% |
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