+44.1%
PL vs DG
-29.3%
+73.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | +5.6% | +5.2% | +0.4% | +4.9% |
| 30D | -16.9% | +7.9% | -24.9% | -18.0% |
| 3M | -38.2% | +12.7% | -50.9% | -39.4% |
| 6M | -63.4% | +22.4% | -85.9% | -64.8% |
| YTD | -27.6% | +5.4% | -33.0% | -28.6% |
| 1Y | +6.6% | +39.4% | -32.8% | +2.0% |
| 3Y | +557.6% | +24.1% | +533.5% | +518.0% |
| 5Y | +39.5% | -32.2% | +71.7% | +48.1% |
| All | +44.1% | -29.3% | +73.5% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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