+135.5%
PG vs PR
+169.5%
-34.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.3% |
| 7D | +1.9% | +2.9% | -1.1% | +1.9% |
| 30D | -0.2% | +18.0% | -18.3% | -0.1% |
| 3M | +4.8% | +16.9% | -12.1% | +5.0% |
| 6M | -6.1% | +28.2% | -34.3% | -5.9% |
| YTD | +4.5% | +69.3% | -64.9% | +4.9% |
| 1Y | -5.3% | +69.5% | -74.8% | -4.9% |
| 3Y | +2.6% | +81.7% | -79.1% | +3.2% |
| 5Y | +15.6% | +422.2% | -406.7% | +17.9% |
| 10Y | +118.0% | +110.4% | +7.6% | +141.7% |
| All | +135.5% | +169.5% | -34.0% | +154.9% |
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 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