+117.2%
PG vs PR
+88.3%
+28.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -3.4% | -0.8% | -2.5% | -3.4% |
| 30D | -2.6% | +11.3% | -13.9% | -2.5% |
| 3M | -3.3% | +24.1% | -27.4% | -3.1% |
| 6M | -6.7% | +25.4% | -32.1% | -6.5% |
| YTD | +1.7% | +71.2% | -69.5% | +2.2% |
| 1Y | -7.9% | +78.6% | -86.5% | -7.4% |
| 3Y | +0.9% | +85.2% | -84.3% | +1.6% |
| 5Y | +12.6% | +419.0% | -406.4% | +15.0% |
| 10Y | +117.2% | +86.2% | +30.9% | +145.6% |
| All | +117.2% | +88.3% | +28.9% | +145.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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