-0.3%
PG vs U
+11.2%
-11.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -2.0% |
| 7D | -3.4% | +4.4% | -7.8% | -3.3% |
| 30D | -2.6% | -1.3% | -1.3% | -2.6% |
| 3M | -3.3% | +49.6% | -52.9% | -2.5% |
| 6M | -6.7% | +100.2% | -106.9% | -5.3% |
| YTD | +1.7% | -3.7% | +5.4% | +2.3% |
| 1Y | -7.9% | -6.5% | -1.4% | -7.3% |
| All | -0.3% | +11.2% | -11.5% | -3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling