+116.1%
PG vs PM
+219.2%
-103.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.4% |
| 7D | -0.8% | +4.7% | -5.5% | -2.4% |
| 30D | +0.8% | +2.6% | -1.8% | -0.2% |
| 3M | -1.3% | +6.6% | -7.9% | -3.7% |
| 6M | -3.8% | +16.5% | -20.3% | -9.4% |
| YTD | +3.6% | +21.2% | -17.6% | -3.9% |
| 1Y | -5.7% | +17.9% | -23.6% | -11.9% |
| 3Y | +1.6% | +129.8% | -128.2% | -27.5% |
| 5Y | +14.6% | +133.0% | -118.4% | -19.5% |
| All | +116.1% | +219.2% | -103.1% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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