+519.5%
PG vs NDAQ
+2,281.8%
-1,762.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.3% |
| 7D | -0.4% | -2.6% | +2.1% | -0.1% |
| 30D | -0.1% | +0.5% | -0.6% | -0.2% |
| 3M | +1.1% | +9.9% | -8.8% | -0.5% |
| 6M | -3.8% | +8.2% | -12.0% | -5.2% |
| YTD | +3.8% | -1.5% | +5.3% | +3.5% |
| 1Y | -5.8% | +1.3% | -7.1% | -6.5% |
| 3Y | +3.0% | +92.6% | -89.6% | -7.9% |
| 5Y | +14.5% | +53.8% | -39.3% | +5.1% |
| 10Y | +117.8% | +376.0% | -258.2% | +70.5% |
| All | +519.5% | +2,281.8% | -1,762.3% | +329.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling