+23.5%
PG vs S
-57.8%
+81.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.6% |
| 7D | -0.4% | -5.8% | +5.4% | -0.4% |
| 30D | -0.1% | -9.2% | +9.1% | -0.2% |
| 3M | +1.1% | +23.4% | -22.3% | +1.1% |
| 6M | -3.8% | +36.9% | -40.7% | -3.7% |
| YTD | +3.8% | +29.5% | -25.7% | +3.9% |
| 1Y | -5.8% | +5.4% | -11.2% | -5.6% |
| 3Y | +3.0% | +14.7% | -11.7% | +2.8% |
| 5Y | +14.5% | -71.5% | +86.0% | +12.2% |
| All | +23.5% | -57.8% | +81.2% | +22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling