-6.7%
PG vs MTB
+17.8%
-24.5%
-9.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -3.4% | +1.1% | -4.5% | -3.8% |
| 30D | -2.6% | -4.6% | +2.0% | -1.0% |
| 3M | -3.3% | +6.3% | -9.6% | -5.4% |
| 6M | -6.7% | +15.6% | -22.3% | -11.6% |
| All | -6.7% | +17.8% | -24.5% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 6mo: compounded portfolio wealth divided by compounded MTB 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…
6mo analysis · Full analysis span regression · 6 months rolling