+116.1%
PG vs DE
+863.9%
-747.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -0.8% | -2.6% | +1.8% | -0.4% |
| 30D | +0.8% | +9.0% | -8.2% | -0.7% |
| 3M | -1.3% | +19.1% | -20.5% | -4.6% |
| 6M | -3.8% | +14.4% | -18.2% | -6.5% |
| YTD | +3.6% | +45.9% | -42.3% | -3.9% |
| 1Y | -5.7% | +43.6% | -49.3% | -12.4% |
| 3Y | +1.6% | +75.9% | -74.3% | -10.2% |
| 5Y | +14.6% | +98.8% | -84.2% | -3.2% |
| All | +116.1% | +863.9% | -747.7% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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