+72.9%
PG vs DOW
-17.0%
+89.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +1.9% |
| 7D | -0.8% | -1.4% | +0.6% | -0.6% |
| 30D | +0.8% | -3.9% | +4.8% | +1.3% |
| 3M | -1.3% | -12.7% | +11.3% | +0.1% |
| 6M | -3.8% | -13.7% | +9.9% | -3.1% |
| YTD | +3.6% | +28.4% | -24.8% | -1.9% |
| 1Y | -5.7% | +21.8% | -27.5% | -10.4% |
| 3Y | +1.6% | -35.7% | +37.3% | +5.3% |
| 5Y | +14.6% | -36.8% | +51.4% | +17.7% |
| All | +72.9% | -17.0% | +89.9% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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