+69.6%
V vs PG
+12.8%
+56.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.1% |
| 7D | -3.0% | -2.7% | -0.4% | -2.0% |
| 30D | +1.2% | -1.5% | +2.8% | +1.8% |
| 3M | +13.9% | -3.4% | +17.3% | +15.4% |
| 6M | +17.2% | -7.0% | +24.2% | +20.3% |
| YTD | +5.3% | +2.0% | +3.4% | +3.7% |
| 1Y | +9.5% | -6.5% | +15.9% | +11.7% |
| 3Y | +51.9% | +1.2% | +50.7% | +48.1% |
| 5Y | +69.6% | +12.8% | +56.8% | +55.9% |
| All | +69.6% | +12.8% | +56.7% | +55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling