+116.1%
PG vs P
+718.8%
-602.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.3% | -2.7% | +1.5% |
| 7D | -0.8% | -1.3% | +0.5% | -0.8% |
| 30D | +0.8% | -11.9% | +12.7% | +1.0% |
| 3M | -1.3% | +41.6% | -42.9% | -2.0% |
| 6M | -3.8% | +58.1% | -61.9% | -4.9% |
| YTD | +3.6% | +46.5% | -42.9% | +2.4% |
| 1Y | -5.7% | +19.1% | -24.8% | -6.5% |
| 3Y | +1.6% | +150.6% | -149.0% | -4.4% |
| 5Y | +14.6% | +271.8% | -257.1% | +3.6% |
| All | +116.1% | +718.8% | -602.7% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling