+3,899.5%
PG vs MTB
+8,229.7%
-4,330.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -3.4% | +1.1% | -4.5% | -3.6% |
| 30D | -2.6% | -4.6% | +2.0% | -1.8% |
| 3M | -3.3% | +6.3% | -9.6% | -4.4% |
| 6M | -6.7% | +15.6% | -22.3% | -9.1% |
| YTD | +1.7% | +20.6% | -18.8% | -1.8% |
| 1Y | -7.9% | +22.5% | -30.5% | -11.4% |
| 3Y | +0.9% | +114.4% | -113.5% | -13.7% |
| 5Y | +12.6% | +101.9% | -89.2% | -4.8% |
| 10Y | +117.2% | +170.4% | -53.2% | +64.0% |
| All | +3,899.5% | +8,229.7% | -4,330.2% | +1,089.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling