+12.6%
PG vs D
+5.1%
+7.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.5% |
| 7D | -3.4% | -0.4% | -2.9% | -3.3% |
| 30D | -2.6% | -2.1% | -0.5% | -2.0% |
| 3M | -3.3% | -0.7% | -2.6% | -3.1% |
| 6M | -6.7% | +5.6% | -12.3% | -8.5% |
| YTD | +1.7% | +14.6% | -12.8% | -2.9% |
| 1Y | -7.9% | +15.3% | -23.3% | -12.5% |
| 3Y | +0.9% | +59.1% | -58.2% | -13.8% |
| 5Y | +12.6% | +3.9% | +8.7% | +17.7% |
| All | +12.6% | +5.1% | +7.6% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling