+8.0%
PG vs TLN
+574.4%
-566.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.6% |
| 7D | -0.8% | -1.3% | +0.5% | -0.8% |
| 30D | +0.8% | -14.3% | +15.2% | +0.2% |
| 3M | -1.3% | -9.3% | +8.0% | -1.6% |
| 6M | -3.8% | -1.1% | -2.7% | -3.6% |
| YTD | +3.6% | -16.6% | +20.2% | +3.3% |
| 1Y | -5.7% | -22.0% | +16.3% | -6.2% |
| 3Y | +1.6% | +470.2% | -468.6% | +1.4% |
| All | +8.0% | +574.4% | -566.4% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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