+70.3%
T vs PG
+121.7%
-51.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.2% |
| 7D | +1.5% | -0.8% | +2.3% | +1.9% |
| 30D | +7.5% | +0.8% | +6.6% | +7.0% |
| 3M | +14.8% | -1.3% | +16.2% | +15.6% |
| 6M | -1.7% | -3.8% | +2.1% | -0.2% |
| YTD | +8.7% | +3.6% | +5.1% | +6.2% |
| 1Y | -7.5% | -5.7% | -1.7% | -5.3% |
| 3Y | +110.2% | +1.6% | +108.7% | +105.0% |
| 5Y | +71.6% | +14.6% | +57.0% | +54.8% |
| All | +70.3% | +121.7% | -51.4% | +11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling