+150.5%
PG vs TRU
+228.8%
-78.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.5% |
| 7D | -0.8% | -2.7% | +1.9% | -0.4% |
| 30D | +0.8% | -2.0% | +2.9% | +1.0% |
| 3M | -1.3% | +18.4% | -19.8% | -3.8% |
| 6M | -3.8% | +8.9% | -12.7% | -5.3% |
| YTD | +3.6% | -8.9% | +12.6% | +4.1% |
| 1Y | -5.7% | -15.9% | +10.1% | -4.4% |
| 3Y | +1.6% | -1.1% | +2.7% | -2.3% |
| 5Y | +14.6% | -35.2% | +49.8% | +17.7% |
| 10Y | +121.2% | +145.3% | -24.1% | +77.6% |
| All | +150.5% | +228.8% | -78.3% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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