+41.0%
PG vs SITM
+4,789.7%
-4,748.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.5% | -3.9% | +1.5% |
| 7D | -0.8% | +3.9% | -4.6% | -0.9% |
| 30D | +0.8% | -6.6% | +7.4% | +0.9% |
| 3M | -1.3% | -11.9% | +10.5% | -1.3% |
| 6M | -3.8% | +81.1% | -85.0% | -5.6% |
| YTD | +3.6% | +80.0% | -76.4% | +1.6% |
| 1Y | -5.7% | +145.8% | -151.6% | -8.5% |
| 3Y | +1.6% | +475.9% | -474.3% | -6.1% |
| 5Y | +14.6% | +189.2% | -174.6% | +5.5% |
| All | +41.0% | +4,789.7% | -4,748.7% | +6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling