+3,899.5%
PG vs DOV
+5,930.9%
-2,031.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.6% |
| 7D | -3.4% | +1.3% | -4.7% | -3.7% |
| 30D | -2.6% | -8.6% | +6.1% | -0.6% |
| 3M | -3.3% | -13.1% | +9.8% | -0.4% |
| 6M | -6.7% | -8.8% | +2.1% | -5.1% |
| YTD | +1.7% | -1.2% | +3.0% | +1.5% |
| 1Y | -7.9% | +10.7% | -18.6% | -10.7% |
| 3Y | +0.9% | +39.3% | -38.3% | -8.7% |
| 5Y | +12.6% | +16.4% | -3.8% | +5.2% |
| 10Y | +117.2% | +302.5% | -185.3% | +48.0% |
| All | +3,899.5% | +5,930.9% | -2,031.4% | +1,051.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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