-2.1%
TLT vs PG
+0.9%
-3.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -1.6% | -2.7% | +1.1% | -1.2% |
| 30D | -1.3% | -1.5% | +0.2% | -1.2% |
| 3M | -3.7% | -3.4% | -0.4% | -3.4% |
| 6M | -6.4% | -7.0% | +0.6% | -5.6% |
| YTD | -4.5% | +2.0% | -6.5% | -4.8% |
| 1Y | -5.9% | -6.5% | +0.6% | -5.1% |
| All | -2.1% | +0.9% | -3.0% | +0.8% |
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