+17.0%
PG vs TE
-16.5%
+33.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.5% | +6.8% | +3.1% |
| 7D | +5.7% | +3.8% | +1.9% | +5.9% |
| 30D | +15.4% | -26.2% | +41.6% | +14.4% |
| 3M | +13.8% | -49.7% | +63.5% | +11.5% |
| 6M | +18.3% | -46.5% | +64.8% | +16.0% |
| YTD | +20.1% | -59.1% | +79.3% | +18.2% |
| 1Y | +17.0% | -25.8% | +42.8% | +19.9% |
| All | +17.0% | -16.5% | +33.5% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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