+18.1%
PG vs PL
+12.6%
+5.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.0% |
| 7D | +2.7% | +10.0% | -7.4% | +3.1% |
| 30D | +9.2% | -2.3% | +11.5% | +9.3% |
| 3M | +18.5% | -44.2% | +62.7% | +16.0% |
| 6M | +21.1% | -66.1% | +87.2% | +17.0% |
| YTD | +21.9% | -30.0% | +51.9% | +20.9% |
| 1Y | +18.1% | +21.0% | -2.9% | +16.2% |
| All | +18.1% | +12.6% | +5.5% | +16.2% |
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 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