+292.2%
DOV vs PPG
+26.9%
+265.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.6% |
| 7D | -2.0% | -6.2% | +4.3% | +2.0% |
| 30D | -8.9% | -7.9% | -1.0% | -4.1% |
| 3M | -13.3% | -10.2% | -3.0% | -7.7% |
| 6M | -9.7% | +2.7% | -12.3% | -12.4% |
| YTD | -2.5% | +4.9% | -7.3% | -7.1% |
| 1Y | +7.2% | -3.2% | +10.4% | +7.3% |
| 3Y | +39.4% | -17.0% | +56.4% | +51.3% |
| 5Y | +15.8% | -23.3% | +39.2% | +29.2% |
| All | +292.2% | +26.9% | +265.3% | +210.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling