+13.4%
PG vs NDAQ
+49.0%
-35.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.7% |
| 7D | -0.8% | -5.6% | +4.8% | +0.2% |
| 30D | +0.8% | -4.4% | +5.2% | +1.6% |
| 3M | -1.3% | +5.9% | -7.2% | -2.5% |
| 6M | -3.8% | +7.7% | -11.6% | -5.4% |
| YTD | +3.6% | -5.2% | +8.8% | +4.1% |
| 1Y | -5.7% | -3.4% | -2.4% | -5.7% |
| 3Y | +1.6% | +85.6% | -84.0% | -13.7% |
| All | +13.4% | +49.0% | -35.6% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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