+23.2%
PG vs S
-57.1%
+80.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.6% |
| 7D | -0.8% | -0.7% | -0.1% | -0.8% |
| 30D | +0.8% | -11.4% | +12.3% | +0.8% |
| 3M | -1.3% | +33.8% | -35.1% | -1.3% |
| 6M | -3.8% | +39.5% | -43.3% | -3.8% |
| YTD | +3.6% | +31.7% | -28.0% | +3.7% |
| 1Y | -5.7% | +7.0% | -12.7% | -5.6% |
| 3Y | +1.6% | +11.8% | -10.2% | +1.4% |
| 5Y | +14.6% | -69.0% | +83.6% | +12.5% |
| All | +23.2% | -57.1% | +80.3% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling