+168.3%
PG vs TPR
+364.3%
-195.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.1% |
| 7D | +2.7% | -0.3% | +3.0% | +2.7% |
| 30D | +9.2% | +15.1% | -5.9% | +7.7% |
| 3M | +18.5% | +3.5% | +15.0% | +18.0% |
| 6M | +21.1% | +0.4% | +20.6% | +20.6% |
| YTD | +21.9% | +4.6% | +17.3% | +20.7% |
| 1Y | +18.1% | +33.1% | -15.0% | +14.3% |
| 3Y | +20.6% | +396.0% | -375.4% | +0.2% |
| 5Y | +31.8% | +230.3% | -198.5% | +12.6% |
| All | +168.3% | +364.3% | -195.9% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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