+17.0%
PG vs PL
-0.6%
+17.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -6.4% | +9.6% | +2.9% |
| 7D | +5.7% | -11.7% | +17.4% | +5.1% |
| 30D | +15.4% | -27.1% | +42.5% | +14.0% |
| 3M | +13.8% | -44.6% | +58.4% | +11.2% |
| 6M | +18.3% | -67.2% | +85.5% | +13.8% |
| YTD | +20.1% | -35.9% | +56.0% | +18.9% |
| 1Y | +17.0% | -0.4% | +17.4% | +17.0% |
| All | +17.0% | -0.6% | +17.6% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling