+18.6%
PG vs PL
+455.3%
-436.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.4% | -11.4% | -0.7% |
| 7D | +2.4% | -6.8% | +9.2% | +2.2% |
| 30D | +12.6% | -29.3% | +41.9% | +11.8% |
| 3M | +13.3% | -44.8% | +58.0% | +11.8% |
| 6M | +13.4% | -68.4% | +81.8% | +10.9% |
| YTD | +18.8% | -36.4% | +55.1% | +18.0% |
| 1Y | +16.5% | +0.7% | +15.7% | +16.6% |
| 3Y | +18.6% | +455.3% | -436.7% | +22.0% |
| All | +18.6% | +455.3% | -436.7% | +22.0% |
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 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