+29.3%
V vs PG
+15.9%
+13.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.2% | +0.6% | +3.0% |
| 7D | +9.0% | +5.7% | +3.3% | +7.6% |
| 30D | +18.1% | +15.4% | +2.7% | +14.6% |
| 3M | +18.3% | +13.8% | +4.5% | +15.1% |
| 6M | +34.1% | +18.3% | +15.8% | +29.9% |
| YTD | +25.2% | +20.1% | +5.1% | +20.5% |
| 1Y | +29.3% | +17.0% | +12.3% | +24.7% |
| All | +29.3% | +15.9% | +13.4% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling