+73.9%
PL vs DGX
+98.0%
-24.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -13.9% | -2.2% | -11.6% | -13.5% |
| 30D | -25.5% | -0.9% | -24.5% | -25.3% |
| 3M | -44.8% | +15.6% | -60.3% | -46.2% |
| 6M | -33.3% | +17.8% | -51.1% | -35.4% |
| YTD | -12.7% | +37.5% | -50.1% | -18.8% |
| 1Y | +90.9% | +31.2% | +59.8% | +79.4% |
| 3Y | +528.5% | +96.6% | +431.9% | +426.2% |
| 5Y | +72.7% | +64.9% | +7.8% | +38.3% |
| All | +73.9% | +98.0% | -24.1% | +37.7% |
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