+1,831.4%
T vs PG
+3,928.0%
-2,096.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.3% | -0.9% |
| 7D | -3.1% | -3.4% | +0.3% | -1.7% |
| 30D | +4.6% | -2.6% | +7.2% | +5.7% |
| 3M | +12.2% | -3.3% | +15.6% | +13.8% |
| 6M | -6.5% | -6.7% | +0.3% | -4.0% |
| YTD | +4.9% | +1.7% | +3.1% | +3.8% |
| 1Y | -10.5% | -7.9% | -2.6% | -7.9% |
| 3Y | +104.6% | +0.9% | +103.7% | +101.4% |
| 5Y | +64.2% | +12.6% | +51.6% | +53.5% |
| 10Y | +68.4% | +117.2% | -48.7% | +20.4% |
| All | +1,831.4% | +3,928.0% | -2,096.6% | +321.1% |
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 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