+13.4%
PG vs DLR
+43.3%
-29.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.4% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | +0.8% | -4.3% | +5.1% | +1.4% |
| 3M | -1.3% | +3.8% | -5.2% | -2.1% |
| 6M | -3.8% | +5.8% | -9.7% | -4.9% |
| YTD | +3.6% | +23.5% | -19.9% | +0.1% |
| 1Y | -5.7% | +11.1% | -16.8% | -7.6% |
| 3Y | +1.6% | +57.9% | -56.3% | -8.1% |
| All | +13.4% | +43.3% | -29.9% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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