+14.5%
PG vs PL
+79.0%
-64.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.6% |
| 7D | -0.4% | -7.5% | +7.1% | -0.5% |
| 30D | -0.1% | -25.6% | +25.4% | -0.4% |
| 3M | +1.1% | -45.6% | +46.7% | +0.5% |
| 6M | -3.8% | -29.5% | +25.7% | -4.1% |
| YTD | +3.8% | -9.7% | +13.5% | +3.6% |
| 1Y | -5.8% | +84.4% | -90.1% | -5.9% |
| 3Y | +3.0% | +550.0% | -547.0% | +1.8% |
| 5Y | +14.5% | +79.0% | -64.5% | +13.8% |
| All | +14.5% | +79.0% | -64.5% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling