+3,061.7%
SPY vs PG
+2,501.0%
+560.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.6% | +0.3% |
| 7D | -0.4% | -3.4% | +3.0% | +1.0% |
| 30D | -1.4% | -2.6% | +1.2% | -0.4% |
| 3M | +3.7% | -3.3% | +7.0% | +4.8% |
| 6M | +13.0% | -6.7% | +19.7% | +15.5% |
| YTD | +12.4% | +1.7% | +10.6% | +10.7% |
| 1Y | +18.5% | -7.9% | +26.4% | +21.2% |
| 3Y | +77.6% | +0.9% | +76.7% | +72.5% |
| 5Y | +81.7% | +12.6% | +69.0% | +67.6% |
| 10Y | +319.7% | +117.2% | +202.5% | +195.1% |
| All | +3,061.7% | +2,501.0% | +560.8% | +916.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 PG 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