-5.7%
PG vs STM
+100.2%
-105.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.7% |
| 7D | -0.8% | -1.4% | +0.6% | -0.9% |
| 30D | +0.8% | -4.9% | +5.8% | +0.6% |
| 3M | -1.3% | -34.0% | +32.7% | -3.0% |
| 6M | -3.8% | +51.8% | -55.7% | -4.8% |
| YTD | +3.6% | +99.4% | -95.7% | +4.7% |
| 1Y | -5.7% | +99.1% | -104.8% | -2.9% |
| All | -5.7% | +100.2% | -105.9% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 1y: compounded portfolio wealth divided by compounded STM 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…
1y analysis · Full analysis span regression · 6 months rolling