+13.4%
PG vs DGX
+66.8%
-53.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.2% |
| 7D | -0.8% | -0.9% | +0.1% | -0.6% |
| 30D | +0.8% | -1.2% | +2.0% | +1.1% |
| 3M | -1.3% | +15.8% | -17.1% | -5.3% |
| 6M | -3.8% | +18.2% | -22.0% | -8.3% |
| YTD | +3.6% | +37.2% | -33.6% | -5.2% |
| 1Y | -5.7% | +30.4% | -36.1% | -12.7% |
| 3Y | +1.6% | +96.7% | -95.1% | -16.5% |
| All | +13.4% | +66.8% | -53.4% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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