+364.3%
PG vs SPXU
-100.0%
+464.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +1.2% |
| 7D | -0.8% | +2.5% | -3.3% | -0.4% |
| 30D | +0.8% | +4.2% | -3.4% | +1.6% |
| 3M | -1.3% | -9.3% | +7.9% | -2.7% |
| 6M | -3.8% | -30.7% | +26.9% | -9.0% |
| YTD | +3.6% | -28.1% | +31.8% | -1.2% |
| 1Y | -5.7% | -35.2% | +29.5% | -11.6% |
| 3Y | +1.6% | -79.9% | +81.5% | -19.9% |
| 5Y | +14.6% | -86.4% | +101.0% | -9.7% |
| 10Y | +121.2% | -99.5% | +220.7% | +8.7% |
| All | +364.3% | -100.0% | +464.3% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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