+31.0%
PG vs TER
+71.7%
-40.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.4% | +6.4% | +1.0% |
| 7D | +2.7% | +14.4% | -11.7% | +2.8% |
| 30D | +9.2% | -30.6% | +39.8% | +8.8% |
| 3M | +18.5% | -39.2% | +57.7% | +18.0% |
| 6M | +21.1% | -31.3% | +52.3% | +20.2% |
| YTD | +21.9% | +29.1% | -7.2% | +20.1% |
| 1Y | +18.1% | +47.4% | -29.3% | +16.1% |
| 3Y | +20.6% | +191.2% | -170.7% | +12.2% |
| All | +31.0% | +71.7% | -40.7% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling