+12.8%
PG vs DAR
-6.7%
+19.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.3% |
| 7D | -2.7% | +0.9% | -3.6% | -2.7% |
| 30D | -1.5% | +6.4% | -8.0% | -1.8% |
| 3M | -3.4% | +13.2% | -16.6% | -3.8% |
| 6M | -7.0% | +26.2% | -33.2% | -8.0% |
| YTD | +2.0% | +84.4% | -82.4% | -1.0% |
| 1Y | -6.5% | +112.0% | -118.5% | -9.9% |
| 3Y | +1.2% | +13.4% | -12.2% | +0.2% |
| 5Y | +12.8% | -6.0% | +18.8% | +13.4% |
| All | +12.8% | -6.7% | +19.5% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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