+1.1%
PR vs CG
-12.4%
+13.5%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +4.5% | -11.1% | -5.3% |
| 7D | -12.1% | +9.4% | -21.6% | -10.0% |
| 30D | +0.9% | +8.7% | -7.8% | +3.3% |
| 3M | +10.1% | -15.0% | +25.1% | +6.4% |
| 6M | +1.1% | -13.2% | +14.3% | -2.4% |
| All | +1.1% | -12.4% | +13.5% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 6mo: compounded portfolio wealth divided by compounded CG 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…
6mo analysis · Full analysis span regression · 6 months rolling