+5,972.2%
DOV vs PPG
+2,691.0%
+3,281.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +2.4% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | -7.5% | -7.8% | +0.3% | -3.3% |
| 3M | -9.7% | -2.2% | -7.5% | -8.9% |
| 6M | -6.1% | +4.1% | -10.2% | -9.3% |
| YTD | +0.5% | +9.1% | -8.6% | -5.7% |
| 1Y | +10.5% | +1.0% | +9.6% | +8.2% |
| 3Y | +41.7% | -13.3% | +55.0% | +49.3% |
| 5Y | +18.4% | -19.2% | +37.6% | +27.4% |
| 10Y | +289.8% | +25.9% | +263.8% | +218.8% |
| All | +5,972.2% | +2,691.0% | +3,281.2% | +1,185.7% |
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