+271.0%
PG vs PM
+762.9%
-491.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.1% |
| 7D | -0.4% | -1.3% | +0.9% | +0.1% |
| 30D | -0.1% | -2.6% | +2.4% | +0.8% |
| 3M | +1.1% | +5.8% | -4.7% | -1.4% |
| 6M | -3.8% | +10.6% | -14.4% | -8.3% |
| YTD | +3.8% | +17.2% | -13.3% | -3.5% |
| 1Y | -5.8% | +17.6% | -23.4% | -12.8% |
| 3Y | +3.0% | +124.3% | -121.2% | -28.5% |
| 5Y | +14.5% | +125.1% | -110.6% | -21.6% |
| 10Y | +117.8% | +198.6% | -80.8% | +25.6% |
| All | +271.0% | +762.9% | -491.9% | +22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling