+3,973.2%
PG vs DD
+924.8%
+3,048.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -0.8% | -3.5% | +2.7% | -0.1% |
| 30D | +0.8% | -11.7% | +12.5% | +3.3% |
| 3M | -1.3% | -9.2% | +7.9% | +0.4% |
| 6M | -3.8% | -7.2% | +3.4% | -2.8% |
| YTD | +3.6% | +6.6% | -3.0% | +1.5% |
| 1Y | -5.7% | +32.0% | -37.7% | -11.9% |
| 3Y | +1.6% | +42.1% | -40.5% | -8.1% |
| 5Y | +14.6% | +58.1% | -43.5% | -0.2% |
| 10Y | +121.2% | +65.3% | +55.9% | +80.5% |
| All | +3,973.2% | +924.8% | +3,048.4% | +1,718.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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