+276.5%
PG vs DG
+560.3%
-283.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -1.6% |
| 7D | -3.4% | -4.8% | +1.4% | -2.7% |
| 30D | -2.6% | +1.8% | -4.4% | -2.9% |
| 3M | -3.3% | +14.5% | -17.8% | -5.5% |
| 6M | -6.7% | -13.6% | +6.8% | -5.0% |
| YTD | +1.7% | -4.8% | +6.6% | +2.0% |
| 1Y | -7.9% | +21.6% | -29.5% | -11.4% |
| 3Y | +0.9% | +4.5% | -3.5% | -3.6% |
| 5Y | +12.6% | -38.5% | +51.1% | +17.5% |
| 10Y | +117.2% | +102.2% | +15.0% | +92.1% |
| All | +276.5% | +560.3% | -283.7% | +185.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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