-5.7%
PG vs TLN
-23.3%
+17.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -1.8% |
| 6M | -3.8% | -1.1% | -2.7% | -3.5% |
| YTD | +3.6% | -16.6% | +20.2% | +3.0% |
| 1Y | -5.7% | -22.0% | +16.3% | -6.0% |
| All | -5.7% | -23.3% | +17.6% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling