+173.0%
PG vs PR
+152.2%
+20.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.2% |
| 7D | +4.1% | -9.5% | +13.6% | +4.0% |
| 30D | +12.3% | -5.7% | +18.0% | +12.2% |
| 3M | +15.9% | +3.0% | +13.0% | +16.0% |
| 6M | +16.8% | +11.8% | +5.0% | +17.0% |
| YTD | +21.1% | +58.5% | -37.4% | +21.6% |
| 1Y | +19.3% | +69.9% | -50.6% | +19.8% |
| 3Y | +20.6% | +84.9% | -64.3% | +21.3% |
| 5Y | +30.7% | +246.4% | -215.8% | +32.6% |
| 10Y | +166.7% | +70.3% | +96.4% | +196.7% |
| All | +173.0% | +152.2% | +20.8% | +195.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling