-6.5%
PG vs TPR
+9.7%
-16.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.1% |
| 7D | -2.7% | -5.1% | +2.4% | -2.3% |
| 30D | -1.5% | -27.6% | +26.0% | +0.9% |
| 3M | -3.4% | -17.5% | +14.1% | -2.1% |
| 6M | -7.0% | -21.3% | +14.4% | -5.7% |
| YTD | +2.0% | -8.5% | +10.4% | +3.7% |
| 1Y | -6.5% | +11.5% | -17.9% | -3.7% |
| All | -6.5% | +9.7% | -16.1% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling