+32.8%
PM vs DG
+31.9%
+0.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -3.4% |
| 3M | +6.2% | +10.4% | -4.2% | +5.7% |
| 6M | +7.7% | +33.2% | -25.5% | +7.4% |
| YTD | +27.3% | +3.0% | +24.3% | +28.0% |
| 1Y | +32.8% | +31.2% | +1.6% | +35.3% |
| All | +32.8% | +31.9% | +0.9% | +35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling