+2,561.2%
PG vs ROP
+24,458.1%
-21,896.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.8% |
| 7D | -3.4% | -6.1% | +2.7% | -2.6% |
| 30D | -2.6% | -3.4% | +0.8% | -2.2% |
| 3M | -3.3% | +16.7% | -20.0% | -5.5% |
| 6M | -6.7% | +8.1% | -14.8% | -8.0% |
| YTD | +1.7% | -11.7% | +13.4% | +3.0% |
| 1Y | -7.9% | -24.2% | +16.3% | -4.9% |
| 3Y | +0.9% | -19.0% | +19.9% | +3.0% |
| 5Y | +12.6% | -15.9% | +28.5% | +14.1% |
| 10Y | +117.2% | +135.7% | -18.5% | +94.3% |
| All | +2,561.2% | +24,458.1% | -21,896.9% | +1,657.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling