+13.4%
PG vs TER
+217.4%
-204.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +1.6% |
| 7D | -0.8% | +6.4% | -7.2% | -0.8% |
| 30D | +0.8% | -5.7% | +6.5% | +0.8% |
| 3M | -1.3% | -0.4% | -0.9% | -1.4% |
| 6M | -3.8% | +25.8% | -29.7% | -4.4% |
| YTD | +3.6% | +96.4% | -92.8% | +2.4% |
| 1Y | -5.7% | +229.2% | -235.0% | -8.1% |
| 3Y | +1.6% | +288.1% | -286.5% | -3.9% |
| All | +13.4% | +217.4% | -204.0% | +6.2% |
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