+590.5%
PG vs SBAC
+2,199.0%
-1,608.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -0.4% | -0.1% | -0.4% | -0.4% |
| 30D | -0.1% | +3.2% | -3.4% | -0.3% |
| 3M | +1.1% | -5.1% | +6.1% | +1.3% |
| 6M | -3.8% | -2.1% | -1.7% | -3.9% |
| YTD | +3.8% | -0.5% | +4.4% | +3.7% |
| 1Y | -5.8% | +1.1% | -6.9% | -6.0% |
| 3Y | +3.0% | -7.4% | +10.5% | +3.0% |
| 5Y | +14.5% | -44.3% | +58.8% | +16.7% |
| 10Y | +117.8% | +77.6% | +40.2% | +113.6% |
| All | +590.5% | +2,199.0% | -1,608.5% | +552.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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