+14.5%
PG vs PR
+409.5%
-395.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.6% |
| 7D | -0.4% | -0.6% | +0.2% | -0.4% |
| 30D | -0.1% | +17.4% | -17.5% | -0.2% |
| 3M | +1.1% | +21.8% | -20.7% | +1.0% |
| 6M | -3.8% | +27.6% | -31.4% | -4.1% |
| YTD | +3.8% | +71.4% | -67.6% | +3.0% |
| 1Y | -5.8% | +78.3% | -84.1% | -6.5% |
| 3Y | +3.0% | +85.5% | -82.5% | +1.5% |
| 5Y | +14.5% | +422.7% | -408.2% | +9.5% |
| All | +14.5% | +409.5% | -395.0% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling