-2.1%
PG vs Q
+79.8%
-81.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +1.8% |
| 7D | -0.8% | +4.9% | -5.7% | -0.5% |
| 30D | +0.8% | -11.0% | +11.8% | +0.2% |
| 3M | -1.3% | -15.2% | +13.8% | -2.3% |
| 6M | -3.8% | +8.8% | -12.7% | -4.2% |
| YTD | +3.6% | +55.1% | -51.5% | +7.3% |
| All | -2.1% | +79.8% | -81.9% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 3y: compounded portfolio wealth divided by compounded Q 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…
3y analysis · Full analysis span regression · 6 months rolling