+24.3%
PG vs PL
+75.7%
-51.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -2.1% |
| 7D | -3.4% | -13.9% | +10.5% | -3.5% |
| 30D | -2.6% | -25.5% | +22.9% | -2.9% |
| 3M | -3.3% | -44.8% | +41.4% | -3.9% |
| 6M | -6.7% | -33.3% | +26.6% | -7.1% |
| YTD | +1.7% | -12.7% | +14.4% | +1.5% |
| 1Y | -7.9% | +90.9% | -98.8% | -8.0% |
| 3Y | +0.9% | +528.5% | -527.5% | -0.3% |
| 5Y | +12.6% | +72.7% | -60.1% | +11.4% |
| All | +24.3% | +75.7% | -51.4% | +23.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling