+1.6%
PG vs SMR
+44.5%
-42.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -15.7% | +17.3% | +1.4% |
| 7D | -0.8% | -11.2% | +10.4% | -0.9% |
| 30D | +0.8% | -10.2% | +11.0% | +0.7% |
| 3M | -1.3% | -10.0% | +8.7% | -1.3% |
| 6M | -3.8% | -30.5% | +26.6% | -4.0% |
| YTD | +3.6% | -39.2% | +42.9% | +3.4% |
| 1Y | -5.7% | -75.5% | +69.8% | -6.5% |
| 3Y | +1.6% | +45.4% | -43.9% | -1.2% |
| All | +1.6% | +44.5% | -42.9% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 3y: compounded portfolio wealth divided by compounded SMR 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…
3y analysis · Full analysis span regression · 6 months rolling