+4,692.5%
PG vs TER
+9,883.5%
-5,191.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.4% | +6.4% | +1.4% |
| 7D | +2.7% | +14.4% | -11.7% | +1.8% |
| 30D | +9.2% | -30.6% | +39.8% | +11.1% |
| 3M | +18.5% | -39.2% | +57.7% | +21.2% |
| 6M | +21.1% | -31.3% | +52.3% | +21.8% |
| YTD | +21.9% | +29.1% | -7.2% | +17.2% |
| 1Y | +18.1% | +47.4% | -29.3% | +12.5% |
| 3Y | +20.6% | +191.2% | -170.7% | +7.6% |
| 5Y | +31.8% | +74.0% | -42.2% | +20.3% |
| 10Y | +166.5% | +1,005.1% | -838.6% | +111.1% |
| All | +4,692.5% | +9,883.5% | -5,191.0% | +2,611.2% |
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 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