+250.9%
PM vs DG
+119.6%
+131.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -6.6% | +5.2% | -11.8% | -7.3% |
| 30D | -3.4% | +7.9% | -11.4% | -4.5% |
| 3M | +5.3% | +12.7% | -7.4% | +3.5% |
| 6M | +15.5% | +22.4% | -6.9% | +12.1% |
| YTD | +24.3% | +5.4% | +18.8% | +22.7% |
| 1Y | +29.7% | +39.4% | -9.7% | +22.9% |
| 3Y | +144.9% | +24.1% | +120.8% | +129.3% |
| 5Y | +159.0% | -32.2% | +191.2% | +166.6% |
| 10Y | +250.9% | +111.8% | +139.1% | +217.0% |
| All | +250.9% | +119.6% | +131.4% | +217.0% |
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