+6.3%
PG vs TLN
+571.8%
-565.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.9% |
| 3Y | +1.2% | +469.0% | -467.9% | +0.9% |
| All | +6.3% | +571.8% | -565.5% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling