+4.8%
PG vs SMR
+1.6%
+3.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +0.2% |
| 7D | -2.7% | +4.7% | -7.4% | -2.6% |
| 30D | -1.5% | +3.2% | -4.8% | -1.5% |
| 3M | -3.4% | +9.9% | -13.3% | -3.1% |
| 6M | -7.0% | -15.1% | +8.1% | -6.9% |
| YTD | +2.0% | -27.9% | +29.9% | +1.9% |
| 1Y | -6.5% | -70.2% | +63.8% | -7.1% |
| 3Y | +1.2% | +72.5% | -71.3% | -0.2% |
| All | +4.8% | +1.6% | +3.2% | +9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling