-5.7%
PG vs SM
+48.5%
-54.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -0.8% | +4.6% | -5.4% | -0.5% |
| 30D | +0.8% | +18.2% | -17.4% | +1.9% |
| 3M | -1.3% | +22.5% | -23.9% | -0.2% |
| 6M | -3.8% | +50.6% | -54.4% | -2.7% |
| YTD | +3.6% | +108.1% | -104.5% | +1.9% |
| 1Y | -5.7% | +46.0% | -51.7% | -6.5% |
| All | -5.7% | +48.5% | -54.2% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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