+20.6%
PG vs STM
+16.3%
+4.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.1% |
| 7D | +2.7% | +12.0% | -9.3% | +3.0% |
| 30D | +9.2% | -0.4% | +9.6% | +9.2% |
| 3M | +18.5% | -13.2% | +31.7% | +18.3% |
| 6M | +21.1% | -26.1% | +47.1% | +20.2% |
| YTD | +21.9% | +81.2% | -59.3% | +20.9% |
| 1Y | +18.1% | +98.3% | -80.2% | +17.1% |
| 3Y | +20.6% | +16.7% | +3.8% | +18.7% |
| All | +20.6% | +16.3% | +4.2% | +18.7% |
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