-1.6%
PG vs SOLS
+17.0%
-18.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.6% |
| 7D | -0.8% | -3.5% | +2.7% | -0.8% |
| 30D | +0.8% | -1.0% | +1.8% | +0.8% |
| 3M | -1.3% | -24.1% | +22.8% | -1.4% |
| 6M | -3.8% | -18.0% | +14.2% | -4.1% |
| YTD | +3.6% | +27.1% | -23.4% | +4.0% |
| All | -1.6% | +17.0% | -18.6% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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