+116.1%
PG vs TER
+1,891.7%
-1,775.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +1.5% |
| 7D | -0.8% | +6.4% | -7.2% | -1.1% |
| 30D | +0.8% | -5.7% | +6.5% | +1.0% |
| 3M | -1.3% | -0.4% | -0.9% | -2.0% |
| 6M | -3.8% | +25.8% | -29.7% | -6.5% |
| YTD | +3.6% | +96.4% | -92.8% | -2.6% |
| 1Y | -5.7% | +229.2% | -235.0% | -15.4% |
| 3Y | +1.6% | +288.1% | -286.5% | -12.8% |
| 5Y | +14.6% | +219.9% | -205.3% | -2.1% |
| All | +116.1% | +1,891.7% | -1,775.6% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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