+163.1%
PG vs PR
+72.8%
+90.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.3% | -0.6% |
| 7D | +0.2% | -0.5% | +0.7% | +0.2% |
| 30D | +10.2% | -4.6% | +14.8% | +10.1% |
| 3M | +16.2% | +4.7% | +11.5% | +16.3% |
| 6M | +18.6% | +12.4% | +6.2% | +18.8% |
| YTD | +20.4% | +62.9% | -42.5% | +20.9% |
| 1Y | +16.2% | +70.6% | -54.4% | +16.7% |
| 3Y | +19.9% | +90.0% | -70.1% | +20.7% |
| 5Y | +30.3% | +255.5% | -225.2% | +32.3% |
| 10Y | +163.1% | +78.7% | +84.4% | +194.5% |
| All | +163.1% | +72.8% | +90.3% | +194.5% |
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