+12.6%
PG vs TPR
+225.0%
-212.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -1.8% |
| 7D | -3.4% | -7.3% | +3.9% | -2.8% |
| 30D | -2.6% | -30.7% | +28.1% | 0.0% |
| 3M | -3.3% | -21.6% | +18.3% | -1.8% |
| 6M | -6.7% | -21.3% | +14.6% | -5.3% |
| YTD | +1.7% | -10.2% | +11.9% | +2.3% |
| 1Y | -7.9% | +9.5% | -17.4% | -8.9% |
| 3Y | +0.9% | +280.8% | -279.9% | -11.7% |
| 5Y | +12.6% | +218.7% | -206.1% | -1.6% |
| All | +12.6% | +225.0% | -212.3% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling