+69.8%
PG vs DOW
-15.9%
+85.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | -3.4% | -6.0% | +2.6% | -2.7% |
| 30D | -2.6% | -2.7% | +0.1% | -2.3% |
| 3M | -3.3% | -10.5% | +7.1% | -2.2% |
| 6M | -6.7% | -12.4% | +5.7% | -6.2% |
| YTD | +1.7% | +30.0% | -28.3% | -3.8% |
| 1Y | -7.9% | +27.8% | -35.7% | -13.1% |
| 3Y | +0.9% | -34.9% | +35.9% | +4.5% |
| 5Y | +12.6% | -35.9% | +48.5% | +15.5% |
| All | +69.8% | -15.9% | +85.7% | +42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling