+13.4%
PG vs DE
+97.2%
-83.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.6% |
| 7D | -0.8% | -2.6% | +1.8% | -0.6% |
| 30D | +0.8% | +9.0% | -8.2% | 0.0% |
| 3M | -1.3% | +19.1% | -20.5% | -3.1% |
| 6M | -3.8% | +14.4% | -18.2% | -5.3% |
| YTD | +3.6% | +45.9% | -42.3% | -0.6% |
| 1Y | -5.7% | +43.6% | -49.3% | -9.5% |
| 3Y | +1.6% | +75.9% | -74.3% | -4.7% |
| All | +13.4% | +97.2% | -83.8% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling