+46.3%
PG vs DT
+101.6%
-55.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.2% |
| 7D | -2.7% | -2.5% | -0.1% | -2.6% |
| 30D | -1.5% | +3.5% | -5.1% | -1.8% |
| 3M | -3.4% | +26.7% | -30.1% | -4.6% |
| 6M | -7.0% | +36.1% | -43.1% | -8.8% |
| YTD | +2.0% | +18.6% | -16.7% | +0.8% |
| 1Y | -6.5% | +7.9% | -14.4% | -7.1% |
| 3Y | +1.2% | +8.6% | -7.4% | -0.3% |
| 5Y | +12.8% | -26.7% | +39.5% | +12.9% |
| All | +46.3% | +101.6% | -55.3% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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