+47.1%
PG vs PL
+46.3%
+0.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | +0.2% | +13.4% | -13.2% | +0.4% |
| 30D | +10.2% | -10.2% | +20.3% | +10.1% |
| 3M | +16.2% | -39.5% | +55.7% | +15.7% |
| 6M | +18.6% | -65.7% | +84.3% | +17.6% |
| YTD | +20.4% | -27.3% | +47.7% | +19.9% |
| 1Y | +16.2% | +15.0% | +1.2% | +15.9% |
| 3Y | +19.9% | +560.8% | -541.0% | +17.9% |
| 5Y | +30.3% | +38.4% | -8.1% | +28.2% |
| All | +47.1% | +46.3% | +0.8% | +45.6% |
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