+146.0%
PM vs DG
+19.3%
+126.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.6% |
| 7D | -5.2% | +1.1% | -6.3% | -5.3% |
| 30D | +2.7% | +9.5% | -6.8% | +2.1% |
| 3M | +6.1% | +5.5% | +0.7% | +5.7% |
| 6M | +18.0% | +16.1% | +1.9% | +16.7% |
| YTD | +26.6% | +2.7% | +23.9% | +26.1% |
| 1Y | +36.7% | +42.1% | -5.4% | +33.0% |
| 3Y | +146.0% | +19.3% | +126.8% | +133.3% |
| All | +146.0% | +19.3% | +126.7% | +133.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling