+3,981.9%
PG vs ROL
+8,798.6%
-4,816.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +2.0% | -0.1% |
| 7D | -0.4% | -3.4% | +3.0% | +0.3% |
| 30D | -0.1% | -6.9% | +6.8% | +1.3% |
| 3M | +1.1% | -24.6% | +25.7% | +6.9% |
| 6M | -3.8% | -39.5% | +35.7% | +6.4% |
| YTD | +3.8% | -41.1% | +45.0% | +15.2% |
| 1Y | -5.8% | -37.9% | +32.2% | +3.3% |
| 3Y | +3.0% | +0.8% | +2.2% | +1.8% |
| 5Y | +14.5% | -4.7% | +19.2% | +13.1% |
| 10Y | +117.8% | +207.9% | -90.1% | +70.2% |
| All | +3,981.9% | +8,798.6% | -4,816.7% | +1,474.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling