+3,973.2%
PG vs MRSH
+3,263.4%
+709.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -0.8% | -4.8% | +4.0% | +0.5% |
| 30D | +0.8% | -6.3% | +7.2% | +2.6% |
| 3M | -1.3% | +5.8% | -7.1% | -3.0% |
| 6M | -3.8% | +2.8% | -6.6% | -5.0% |
| YTD | +3.6% | -3.1% | +6.7% | +3.8% |
| 1Y | -5.7% | -11.3% | +5.5% | -3.4% |
| 3Y | +1.6% | -5.0% | +6.6% | +1.9% |
| 5Y | +14.6% | +19.2% | -4.6% | +7.4% |
| 10Y | +121.2% | +217.4% | -96.2% | +58.7% |
| All | +3,973.2% | +3,263.4% | +709.8% | +1,016.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling