-5.3%
PG vs SITM
+174.8%
-180.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.5% | -6.9% | -0.1% |
| 7D | +1.9% | +9.7% | -7.9% | +2.2% |
| 30D | -0.2% | +12.7% | -12.9% | +0.3% |
| 3M | +4.8% | -13.4% | +18.2% | +4.7% |
| 6M | -6.1% | +59.6% | -65.7% | -5.8% |
| YTD | +4.5% | +73.3% | -68.8% | +5.4% |
| 1Y | -5.3% | +165.5% | -170.9% | -2.8% |
| All | -5.3% | +174.8% | -180.1% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling