+12.8%
PG vs ROL
-4.5%
+17.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | -2.7% | -3.2% | +0.5% | -1.9% |
| 30D | -1.5% | -6.6% | +5.1% | +0.1% |
| 3M | -3.4% | -27.3% | +23.9% | +4.2% |
| 6M | -7.0% | -38.1% | +31.1% | +4.2% |
| YTD | +2.0% | -41.8% | +43.7% | +15.5% |
| 1Y | -6.5% | -37.8% | +31.3% | +4.0% |
| 3Y | +1.2% | -0.3% | +1.5% | +0.6% |
| 5Y | +12.8% | -5.1% | +17.9% | +11.0% |
| All | +12.8% | -4.5% | +17.3% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling