+23.2%
PG vs U
-41.4%
+64.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.5% | -2.9% | +1.6% |
| 7D | -0.8% | +5.5% | -6.3% | -0.8% |
| 30D | +0.8% | -1.3% | +2.1% | +0.8% |
| 3M | -1.3% | +64.6% | -65.9% | -1.6% |
| 6M | -3.8% | +119.4% | -123.2% | -4.3% |
| YTD | +3.6% | -0.5% | +4.1% | +3.7% |
| 1Y | -5.7% | +1.3% | -7.0% | -5.8% |
| 3Y | +1.6% | +15.6% | -14.0% | +0.8% |
| 5Y | +14.6% | -67.5% | +82.1% | +11.8% |
| All | +23.2% | -41.4% | +64.6% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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