+556.0%
DG vs PPG
+401.6%
+154.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.5% | -1.5% | -3.3% |
| 7D | -2.5% | 0.0% | -2.5% | -2.4% |
| 30D | +1.0% | -7.8% | +8.8% | +3.2% |
| 3M | +20.3% | -2.2% | +22.5% | +20.8% |
| 6M | -11.7% | +4.1% | -15.9% | -13.1% |
| YTD | -2.3% | +9.1% | -11.4% | -5.1% |
| 1Y | +20.0% | +1.0% | +19.1% | +18.8% |
| 3Y | +7.2% | -13.3% | +20.5% | +9.3% |
| 5Y | -37.9% | -19.2% | -18.7% | -36.7% |
| 10Y | +107.3% | +25.9% | +81.4% | +79.7% |
| All | +556.0% | +401.6% | +154.5% | +239.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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