-0.3%
PG vs STM
+18.5%
-18.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -2.0% |
| 7D | -3.4% | +1.7% | -5.0% | -3.4% |
| 30D | -2.6% | -5.2% | +2.6% | -2.7% |
| 3M | -3.3% | -29.6% | +26.3% | -3.8% |
| 6M | -6.7% | +54.4% | -61.1% | -7.5% |
| YTD | +1.7% | +99.5% | -97.8% | +1.1% |
| 1Y | -7.9% | +100.8% | -108.7% | -8.6% |
| All | -0.3% | +18.5% | -18.8% | -1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling