+3,981.9%
PG vs TER
+14,784.7%
-10,802.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.2% | -4.8% | -0.8% |
| 7D | -0.4% | +11.0% | -11.4% | -1.0% |
| 30D | -0.1% | -1.9% | +1.7% | -0.2% |
| 3M | +1.1% | -0.7% | +1.7% | +0.3% |
| 6M | -3.8% | +36.4% | -40.2% | -6.9% |
| YTD | +3.8% | +92.4% | -88.6% | -1.9% |
| 1Y | -5.8% | +213.5% | -219.3% | -14.2% |
| 3Y | +3.0% | +277.2% | -274.2% | -8.9% |
| 5Y | +14.5% | +219.1% | -204.7% | +1.2% |
| 10Y | +117.8% | +1,744.2% | -1,626.5% | +68.3% |
| All | +3,981.9% | +14,784.7% | -10,802.8% | +2,168.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling