+288.8%
PG vs POET
-20.5%
+309.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.6% | -3.0% | +1.6% |
| 7D | -0.8% | +0.4% | -1.2% | -0.8% |
| 30D | +0.8% | -10.4% | +11.2% | +0.9% |
| 3M | -1.3% | -29.3% | +28.0% | -1.2% |
| 6M | -3.8% | +6.9% | -10.7% | -4.6% |
| YTD | +3.6% | +25.6% | -22.0% | +2.6% |
| 1Y | -5.7% | +49.2% | -54.9% | -7.1% |
| 3Y | +1.6% | +128.4% | -126.9% | -1.8% |
| 5Y | +14.6% | -4.2% | +18.8% | +11.3% |
| 10Y | +121.2% | +30.3% | +90.9% | +110.4% |
| All | +288.8% | -20.5% | +309.3% | +265.7% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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