+12.8%
PG vs PM
+132.4%
-119.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.4% |
| 7D | -2.7% | +1.9% | -4.6% | -3.3% |
| 30D | -1.5% | +1.9% | -3.4% | -2.2% |
| 3M | -3.4% | +4.6% | -8.0% | -4.8% |
| 6M | -7.0% | +11.7% | -18.7% | -10.4% |
| YTD | +2.0% | +20.4% | -18.4% | -4.1% |
| 1Y | -6.5% | +19.0% | -25.4% | -11.9% |
| 3Y | +1.2% | +130.4% | -129.2% | -26.2% |
| 5Y | +12.8% | +131.5% | -118.7% | -20.2% |
| All | +12.8% | +132.4% | -119.6% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling