+3,973.2%
PG vs NI
+5,095.2%
-1,122.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | +0.8% | -1.4% | +2.2% | +1.2% |
| 3M | -1.3% | -10.6% | +9.2% | +1.8% |
| 6M | -3.8% | -9.3% | +5.5% | -1.2% |
| YTD | +3.6% | +1.1% | +2.5% | +3.1% |
| 1Y | -5.7% | +3.4% | -9.1% | -7.0% |
| 3Y | +1.6% | +67.9% | -66.3% | -13.7% |
| 5Y | +14.6% | +98.0% | -83.3% | -7.7% |
| 10Y | +121.2% | +143.6% | -22.4% | +65.4% |
| All | +3,973.2% | +5,095.2% | -1,122.0% | +1,110.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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