+168.3%
PG vs PR
+86.0%
+82.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.2% | +1.1% |
| 7D | +2.7% | +6.0% | -3.3% | +2.7% |
| 30D | +9.2% | -4.2% | +13.4% | +9.2% |
| 3M | +18.5% | +10.0% | +8.5% | +18.6% |
| 6M | +21.1% | +15.6% | +5.5% | +21.3% |
| YTD | +21.9% | +68.2% | -46.3% | +22.5% |
| 1Y | +18.1% | +79.2% | -61.1% | +18.7% |
| 3Y | +20.6% | +94.9% | -74.3% | +21.4% |
| 5Y | +31.8% | +272.8% | -241.0% | +33.9% |
| All | +168.3% | +86.0% | +82.3% | +200.9% |
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