+12.8%
PG vs S
-70.4%
+83.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.2% |
| 7D | -2.7% | +0.1% | -2.7% | -2.7% |
| 30D | -1.5% | -11.8% | +10.3% | -1.6% |
| 3M | -3.4% | +33.9% | -37.3% | -3.3% |
| 6M | -7.0% | +40.1% | -47.1% | -6.9% |
| YTD | +2.0% | +32.1% | -30.1% | +2.0% |
| 1Y | -6.5% | +11.0% | -17.5% | -6.3% |
| 3Y | +1.2% | +16.9% | -15.8% | +0.9% |
| 5Y | +12.8% | -68.9% | +81.7% | +10.8% |
| All | +12.8% | -70.4% | +83.2% | +10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling