0.0%
PG vs TLN
+469.0%
-469.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.8% | +0.1% |
| 7D | -2.7% | +2.0% | -4.7% | -2.6% |
| 30D | -1.5% | -12.9% | +11.4% | -2.1% |
| 3M | -3.4% | -7.4% | +4.1% | -3.6% |
| 6M | -7.0% | -6.0% | -0.9% | -6.9% |
| YTD | +2.0% | -16.9% | +18.9% | +1.6% |
| 1Y | -6.5% | -22.6% | +16.2% | -7.0% |
| All | 0.0% | +469.0% | -469.0% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling