+116.1%
PG vs DIA
+253.8%
-137.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.1% |
| 7D | -0.8% | -1.6% | +0.8% | +0.1% |
| 30D | +0.8% | -2.0% | +2.9% | +1.9% |
| 3M | -1.3% | +3.6% | -5.0% | -3.3% |
| 6M | -3.8% | +11.5% | -15.3% | -9.5% |
| YTD | +3.6% | +10.4% | -6.7% | -2.1% |
| 1Y | -5.7% | +15.6% | -21.3% | -13.3% |
| 3Y | +1.6% | +58.9% | -57.3% | -23.1% |
| 5Y | +14.6% | +65.3% | -50.7% | -15.8% |
| All | +116.1% | +253.8% | -137.6% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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