+116.1%
PG vs TMO
+338.2%
-222.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.3% |
| 7D | -0.8% | -0.6% | -0.2% | -0.6% |
| 30D | +0.8% | +1.1% | -0.3% | +0.5% |
| 3M | -1.3% | +28.3% | -29.7% | -7.5% |
| 6M | -3.8% | +23.3% | -27.1% | -9.3% |
| YTD | +3.6% | +5.5% | -1.8% | +1.4% |
| 1Y | -5.7% | +24.5% | -30.3% | -12.0% |
| 3Y | +1.6% | +19.6% | -18.0% | -5.9% |
| 5Y | +14.6% | +8.1% | +6.5% | +7.2% |
| All | +116.1% | +338.2% | -222.1% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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