+216.2%
PG vs P
+535.2%
-319.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.1% |
| 7D | +2.7% | +11.6% | -9.0% | +2.5% |
| 30D | +9.2% | -23.7% | +32.9% | +9.6% |
| 3M | +18.5% | -8.0% | +26.5% | +18.4% |
| 6M | +21.1% | +27.9% | -6.8% | +20.0% |
| YTD | +21.9% | +61.2% | -39.2% | +19.8% |
| 1Y | +18.1% | +28.6% | -10.5% | +16.6% |
| 3Y | +20.6% | +200.5% | -179.9% | +12.1% |
| 5Y | +31.8% | +282.9% | -251.2% | +19.0% |
| 10Y | +166.5% | +665.9% | -499.4% | +121.3% |
| All | +216.2% | +535.2% | -319.0% | +161.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling