+2,421.1%
PG vs SM
+1,680.5%
+740.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.0% |
| 7D | -3.4% | -0.2% | -3.2% | -3.4% |
| 30D | -2.6% | +20.3% | -22.9% | -3.3% |
| 3M | -3.3% | +22.9% | -26.3% | -4.3% |
| 6M | -6.7% | +47.8% | -54.6% | -8.5% |
| YTD | +1.7% | +107.5% | -105.7% | -1.7% |
| 1Y | -7.9% | +51.7% | -59.7% | -10.0% |
| 3Y | +0.9% | -0.9% | +1.8% | -0.6% |
| 5Y | +12.6% | +112.2% | -99.6% | +5.7% |
| 10Y | +117.2% | +20.3% | +96.9% | +87.4% |
| All | +2,421.1% | +1,680.5% | +740.6% | +1,639.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling