+13.4%
PG vs MRSH
+18.2%
-4.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -0.8% | -4.8% | +4.0% | +0.9% |
| 30D | +0.8% | -6.3% | +7.2% | +3.1% |
| 3M | -1.3% | +5.8% | -7.1% | -3.6% |
| 6M | -3.8% | +2.8% | -6.6% | -5.5% |
| YTD | +3.6% | -3.1% | +6.7% | +3.8% |
| 1Y | -5.7% | -11.3% | +5.5% | -2.4% |
| 3Y | +1.6% | -5.0% | +6.6% | +1.9% |
| All | +13.4% | +18.2% | -4.8% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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