# PG Risk-Adjusted Performance Profile

Advisory: Descriptive market-risk statistics - not investment advice; past performance does not indicate future results. Informational only - not investment advice.

Window: 3y ending 2026-06-30. Benchmark: SPY. Pack hash: ea526d44dd0aae414884e8096df83318fc07dec2342353a097fd19806f0d70e8.

## Return & risk

For PG over the pinned 3y window ending 2026-06-30, lmfin computes annualized return 3.00%, annualized volatility 17.52%, and maximum drawdown -21.15%. These are historical price statistics for the stated window.

Daily tail statistics for the same window are -1.77% for 95% VaR and -2.58% for 95% CVaR.

## Risk-adjusted ratios

lmfin computes Sharpe -0.05, Sortino -0.07, and Calmar 0.07 from the pinned return series. grepcent reports them as mechanical ratios, not as a rating.

## Market sensitivity vs SPY

Against SPY over the same window, lmfin computes beta 0.11 and alpha -2.66%. Up capture is 0.09 and down capture is 0.08.

## Fundamentals pairing

To pair the market-risk profile with grepcent's verified business data, PG's latest reported revenue is 84,284,000,000, net margin is 18.95%, and return on equity is 30.55%.

## Return and risk statistics

| Metric | Value | Window | End |
| --- | --- | --- | --- |
| Annualized return | 3.00% | 3y | 2026-06-30 |
| Annualized volatility | 17.52% | 3y | 2026-06-30 |
| Maximum drawdown | -21.15% | 3y | 2026-06-30 |
| 95% daily VaR | -1.77% | 3y | 2026-06-30 |
| 95% daily CVaR | -2.58% | 3y | 2026-06-30 |

## Ratios and SPY sensitivity

| Metric | Value | Window | End |
| --- | --- | --- | --- |
| Sharpe ratio | -0.05 | 3y | 2026-06-30 |
| Sortino ratio | -0.07 | 3y | 2026-06-30 |
| Calmar ratio | 0.07 | 3y | 2026-06-30 |
| Beta vs SPY | 0.11 | 3y | 2026-06-30 |
| Alpha vs SPY | -2.66% | 3y | 2026-06-30 |
| Up capture vs SPY | 0.09 | 3y | 2026-06-30 |
| Down capture vs SPY | 0.08 | 3y | 2026-06-30 |

## Verified fundamentals paired with the profile

| Metric | Value | Period end | Source |
| --- | --- | --- | --- |
| Revenue | 84,284,000,000 | 2025-06-30 | 0000080424-25-000076 |
| Net margin | 18.95% | 2025-06-30 | 0000080424-25-000076 |
| Return on equity | 30.55% | 2025-06-30 | 0000080424-25-000076 |

## Provenance

lmfin: lmfin 0.1.0. Command: lmfin perf PG --vs SPY --window 3y --end 2026-06-30 --json. Price source: yahoo; price field: adjusted_close; window start: 2023-06-30; window end: 2026-06-30. Risk-free rate input: 0.0385. Price-based statistics are computed by lmfin from Yahoo adjusted-close data over the pinned window. Fundamentals are grepcent verified SEC companyfacts. Descriptive data, not advice. Pack hash: ea526d44dd0aae414884e8096df83318fc07dec2342353a097fd19806f0d70e8.