+3,981.9%
PG vs D
+2,361.5%
+1,620.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | -0.4% | +0.8% | -1.2% | -0.7% |
| 30D | -0.1% | -0.7% | +0.6% | +0.1% |
| 3M | +1.1% | +2.1% | -1.0% | +0.2% |
| 6M | -3.8% | +6.8% | -10.6% | -6.5% |
| YTD | +3.8% | +16.5% | -12.7% | -2.5% |
| 1Y | -5.8% | +19.2% | -24.9% | -12.5% |
| 3Y | +3.0% | +61.9% | -58.8% | -16.4% |
| 5Y | +14.5% | +6.5% | +7.9% | +8.3% |
| 10Y | +117.8% | +35.3% | +82.5% | +84.0% |
| All | +3,981.9% | +2,361.5% | +1,620.4% | +841.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling