0.0%
PG vs ROP
-19.1%
+19.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -2.7% | -8.0% | +5.3% | -1.6% |
| 30D | -1.5% | -2.7% | +1.2% | -1.2% |
| 3M | -3.4% | +16.6% | -20.0% | -5.5% |
| 6M | -7.0% | +10.4% | -17.3% | -8.4% |
| YTD | +2.0% | -12.1% | +14.1% | +5.3% |
| 1Y | -6.5% | -23.6% | +17.2% | -0.2% |
| All | 0.0% | -19.1% | +19.1% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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