+498.4%
PG vs TRI
+509.5%
-11.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.2% |
| 7D | -0.8% | -7.9% | +7.1% | +1.0% |
| 30D | +0.8% | -4.5% | +5.3% | +1.6% |
| 3M | -1.3% | +22.1% | -23.4% | -6.6% |
| 6M | -3.8% | -2.8% | -1.1% | -4.8% |
| YTD | +3.6% | -23.4% | +27.0% | +7.8% |
| 1Y | -5.7% | -41.5% | +35.8% | +5.2% |
| 3Y | +1.6% | -19.2% | +20.8% | +2.5% |
| 5Y | +14.6% | -9.4% | +24.0% | +11.2% |
| 10Y | +121.2% | +195.6% | -74.4% | +57.0% |
| All | +498.4% | +509.5% | -11.0% | +227.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 all: compounded portfolio wealth divided by compounded TRI 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…
all analysis · Full analysis span regression · 6 months rolling