+23.5%
PG vs U
-43.0%
+66.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -0.6% |
| 7D | -0.4% | +4.5% | -4.9% | -0.5% |
| 30D | -0.1% | -0.6% | +0.4% | -0.1% |
| 3M | +1.1% | +48.4% | -47.4% | +0.9% |
| 6M | -3.8% | +115.4% | -119.2% | -4.2% |
| YTD | +3.8% | -3.2% | +7.1% | +3.9% |
| 1Y | -5.8% | -6.0% | +0.3% | -5.7% |
| 3Y | +3.0% | +13.5% | -10.4% | +2.2% |
| 5Y | +14.5% | -68.0% | +82.5% | +11.7% |
| All | +23.5% | -43.0% | +66.5% | +18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling