+2,874.5%
V vs PG
+261.9%
+2,612.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.4% |
| 7D | -1.1% | -0.4% | -0.7% | -0.8% |
| 30D | +1.9% | -0.1% | +2.0% | +2.0% |
| 3M | +15.5% | +1.1% | +14.5% | +14.7% |
| 6M | +16.6% | -3.8% | +20.4% | +18.6% |
| YTD | +5.7% | +3.8% | +1.9% | +2.3% |
| 1Y | +8.6% | -5.8% | +14.3% | +11.1% |
| 3Y | +52.5% | +3.0% | +49.5% | +45.2% |
| 5Y | +67.1% | +14.5% | +52.7% | +46.6% |
| 10Y | +376.8% | +117.8% | +259.0% | +167.9% |
| All | +2,874.5% | +261.9% | +2,612.6% | +1,064.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling