-6.1%
PG vs NET
+55.0%
-61.1%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.6% | -0.5% |
| 7D | +1.9% | -7.0% | +8.8% | +1.4% |
| 30D | -0.2% | -4.8% | +4.5% | -0.4% |
| 3M | +4.8% | +3.8% | +1.0% | +5.3% |
| 6M | -6.1% | +50.0% | -56.1% | -2.4% |
| All | -6.1% | +55.0% | -61.1% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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