+112.7%
PG vs RF
+340.3%
-227.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -2.7% | -1.6% | -1.1% | -2.5% |
| 30D | -1.5% | -4.3% | +2.7% | -1.1% |
| 3M | -3.4% | +5.9% | -9.2% | -3.9% |
| 6M | -7.0% | +14.1% | -21.1% | -8.3% |
| YTD | +2.0% | +13.8% | -11.8% | +0.5% |
| 1Y | -6.5% | +15.2% | -21.7% | -8.0% |
| 3Y | +1.2% | +90.6% | -89.4% | -6.7% |
| 5Y | +12.8% | +88.9% | -76.1% | +2.9% |
| All | +112.7% | +340.3% | -227.5% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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