+116.1%
PG vs TDY
+479.2%
-363.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.4% |
| 7D | -0.8% | -1.1% | +0.3% | -0.6% |
| 30D | +0.8% | -12.0% | +12.9% | +3.1% |
| 3M | -1.3% | -3.2% | +1.9% | -0.9% |
| 6M | -3.8% | -7.9% | +4.0% | -2.7% |
| YTD | +3.6% | +18.2% | -14.6% | -0.2% |
| 1Y | -5.7% | +6.7% | -12.4% | -7.5% |
| 3Y | +1.6% | +47.5% | -46.0% | -7.3% |
| 5Y | +14.6% | +39.5% | -24.9% | +4.7% |
| All | +116.1% | +479.2% | -363.1% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling