+110.2%
T vs PG
+2.5%
+107.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.4% |
| 7D | +1.5% | -0.8% | +2.3% | +1.8% |
| 30D | +7.5% | +0.8% | +6.6% | +7.1% |
| 3M | +14.8% | -1.3% | +16.2% | +15.4% |
| 6M | -1.7% | -3.8% | +2.1% | -0.3% |
| YTD | +8.7% | +3.6% | +5.1% | +7.0% |
| 1Y | -7.5% | -5.7% | -1.7% | -5.6% |
| 3Y | +110.2% | +1.6% | +108.7% | +116.8% |
| All | +110.2% | +2.5% | +107.7% | +116.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling