+272.5%
PM vs DG
+105.2%
+167.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | +0.5% | +0.3% | +0.3% | +0.5% |
| 30D | -3.2% | +3.2% | -6.5% | -3.7% |
| 3M | +6.2% | +10.4% | -4.2% | +4.7% |
| 6M | +7.7% | +33.2% | -25.5% | +3.4% |
| YTD | +27.3% | +3.0% | +24.3% | +26.0% |
| 1Y | +32.8% | +31.2% | +1.6% | +26.8% |
| 3Y | +150.0% | +21.8% | +128.2% | +134.5% |
| 5Y | +164.2% | -35.0% | +199.2% | +174.0% |
| All | +272.5% | +105.2% | +167.3% | +236.9% |
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