+39.5%
PL vs DGX
+119.2%
-79.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +10.0% | +1.6% | +8.5% | +9.8% |
| 30D | -2.3% | +11.2% | -13.5% | -4.1% |
| 3M | -44.2% | +10.4% | -54.6% | -45.2% |
| 6M | -66.1% | +37.1% | -103.2% | -68.1% |
| YTD | -30.0% | +52.1% | -82.1% | -36.1% |
| 1Y | +21.0% | +40.7% | -19.7% | +12.6% |
| 3Y | +516.5% | +107.6% | +408.9% | +412.9% |
| 5Y | +32.0% | +90.6% | -58.6% | +3.4% |
| All | +39.5% | +119.2% | -79.7% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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