+3,973.2%
PG vs DTE
+3,398.4%
+574.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.1% |
| 7D | -0.8% | -2.6% | +1.8% | +0.2% |
| 30D | +0.8% | -4.4% | +5.2% | +2.5% |
| 3M | -1.3% | -8.3% | +7.0% | +1.9% |
| 6M | -3.8% | -8.1% | +4.3% | -0.9% |
| YTD | +3.6% | +4.4% | -0.8% | +1.7% |
| 1Y | -5.7% | +0.2% | -5.9% | -6.1% |
| 3Y | +1.6% | +42.6% | -41.0% | -12.1% |
| 5Y | +14.6% | +31.5% | -16.9% | +1.7% |
| 10Y | +121.2% | +138.2% | -17.0% | +52.2% |
| All | +3,973.2% | +3,398.4% | +574.8% | +767.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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