-5.7%
PG vs DOW
+28.8%
-34.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +1.5% |
| 7D | -0.8% | -1.4% | +0.6% | -0.9% |
| 30D | +0.8% | -3.9% | +4.8% | +0.7% |
| 3M | -1.3% | -12.7% | +11.3% | -2.2% |
| 6M | -3.8% | -13.7% | +9.9% | -5.4% |
| YTD | +3.6% | +28.4% | -24.8% | -0.4% |
| 1Y | -5.7% | +21.8% | -27.5% | -9.1% |
| All | -5.7% | +28.8% | -34.5% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling