+8.7%
V vs PG
-5.2%
+13.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.5% |
| 7D | -1.2% | -0.8% | -0.4% | -1.1% |
| 30D | +3.1% | +0.8% | +2.2% | +2.9% |
| 3M | +16.3% | -1.3% | +17.7% | +16.7% |
| 6M | +20.4% | -3.8% | +24.2% | +20.7% |
| YTD | +6.3% | +3.6% | +2.6% | +4.8% |
| 1Y | +8.7% | -5.7% | +14.4% | +12.3% |
| All | +8.7% | -5.2% | +13.9% | +12.3% |
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