+3.2%
PG vs PL
+475.2%
-472.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | -0.4% |
| 7D | +1.9% | -9.3% | +11.2% | +1.6% |
| 30D | -0.2% | -18.9% | +18.7% | -0.7% |
| 3M | +4.8% | -58.4% | +63.2% | +3.1% |
| 6M | -6.1% | -30.3% | +24.2% | -6.6% |
| YTD | +4.5% | -8.1% | +12.6% | +4.5% |
| 1Y | -5.3% | +180.5% | -185.8% | -3.6% |
| All | +3.2% | +475.2% | -472.1% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling