+409.1%
PG vs DLR
+3,609.2%
-3,200.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -3.4% | +2.9% | -6.3% | -3.9% |
| 30D | -2.6% | -1.2% | -1.4% | -2.4% |
| 3M | -3.3% | +2.9% | -6.3% | -4.2% |
| 6M | -6.7% | +6.7% | -13.4% | -8.3% |
| YTD | +1.7% | +23.9% | -22.1% | -3.0% |
| 1Y | -7.9% | +18.6% | -26.6% | -11.7% |
| 3Y | +0.9% | +59.7% | -58.7% | -10.5% |
| 5Y | +12.6% | +42.1% | -29.4% | +0.7% |
| 10Y | +117.2% | +176.7% | -59.5% | +68.1% |
| All | +409.1% | +3,609.2% | -3,200.1% | +159.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling