+52.0%
V vs PG
+0.9%
+51.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.1% |
| 7D | -3.0% | -2.7% | -0.4% | -2.3% |
| 30D | +1.2% | -1.5% | +2.8% | +1.7% |
| 3M | +13.9% | -3.4% | +17.3% | +15.0% |
| 6M | +17.2% | -7.0% | +24.2% | +19.5% |
| YTD | +5.3% | +2.0% | +3.4% | +4.0% |
| 1Y | +9.5% | -6.5% | +15.9% | +11.3% |
| All | +52.0% | +0.9% | +51.1% | +50.2% |
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