+152.4%
PG vs XYZ
+606.0%
-453.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -2.7% | -5.2% | +2.5% | -2.4% |
| 30D | -1.5% | 0.0% | -1.5% | -1.6% |
| 3M | -3.4% | +18.7% | -22.0% | -4.3% |
| 6M | -7.0% | +20.5% | -27.5% | -8.0% |
| YTD | +2.0% | +21.5% | -19.5% | +0.6% |
| 1Y | -6.5% | +7.2% | -13.7% | -7.3% |
| 3Y | +1.2% | +49.0% | -47.8% | -3.4% |
| 5Y | +12.8% | -68.1% | +80.9% | +15.0% |
| 10Y | +117.7% | +601.6% | -483.9% | +82.9% |
| All | +152.4% | +606.0% | -453.5% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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