+17.0%
PG vs ROL
-34.1%
+51.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.8% | +0.5% | +2.5% |
| 7D | +5.7% | +14.6% | -8.8% | +2.0% |
| 30D | +15.4% | +29.3% | -13.9% | +8.3% |
| 3M | +13.8% | +2.0% | +11.8% | +12.4% |
| 6M | +18.3% | -28.5% | +46.8% | +25.0% |
| YTD | +20.1% | -35.3% | +55.5% | +26.0% |
| 1Y | +17.0% | -34.7% | +51.7% | +22.2% |
| All | +17.0% | -34.1% | +51.1% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling