-5.7%
PG vs U
+1.1%
-6.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.5% | -2.9% | +1.8% |
| 7D | -0.8% | +5.5% | -6.3% | -0.5% |
| 30D | +0.8% | -1.3% | +2.1% | +0.8% |
| 3M | -1.3% | +64.6% | -65.9% | +1.4% |
| 6M | -3.8% | +119.4% | -123.2% | +0.6% |
| YTD | +3.6% | -0.5% | +4.1% | +3.3% |
| 1Y | -5.7% | +1.3% | -7.0% | -5.8% |
| All | -5.7% | +1.1% | -6.8% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling