+527.1%
PL vs DGX
+96.8%
+430.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | -7.5% | -0.3% | -7.2% | -7.5% |
| 30D | -25.6% | -1.2% | -24.4% | -25.4% |
| 3M | -45.6% | +19.9% | -65.5% | -46.8% |
| 6M | -29.5% | +19.2% | -48.8% | -31.1% |
| YTD | -9.7% | +37.5% | -47.2% | -14.9% |
| 1Y | +84.4% | +31.3% | +53.1% | +75.5% |
| All | +527.1% | +96.8% | +430.3% | +409.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling