+116.1%
PG vs D
+36.8%
+79.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.0% |
| 7D | -0.8% | -2.2% | +1.4% | +0.1% |
| 30D | +0.8% | -4.5% | +5.3% | +2.7% |
| 3M | -1.3% | -2.5% | +1.2% | -0.4% |
| 6M | -3.8% | +5.5% | -9.4% | -6.3% |
| YTD | +3.6% | +13.3% | -9.6% | -2.1% |
| 1Y | -5.7% | +11.8% | -17.6% | -10.7% |
| 3Y | +1.6% | +56.7% | -55.1% | -18.3% |
| 5Y | +14.6% | +4.3% | +10.3% | +10.5% |
| All | +116.1% | +36.8% | +79.4% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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