+692.1%
PM vs DG
+606.1%
+86.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.4% | -2.2% |
| 7D | -4.9% | +8.4% | -13.3% | -5.9% |
| 30D | -3.4% | +4.9% | -8.3% | -4.1% |
| 3M | +5.2% | +29.3% | -24.2% | +1.4% |
| 6M | +3.7% | -11.3% | +15.0% | +5.0% |
| YTD | +15.8% | +1.8% | +14.0% | +14.9% |
| 1Y | +17.4% | +25.3% | -8.0% | +12.6% |
| 3Y | +116.9% | +9.1% | +107.8% | +107.1% |
| 5Y | +117.3% | -34.9% | +152.2% | +123.0% |
| 10Y | +193.8% | +108.2% | +85.6% | +149.1% |
| All | +692.1% | +606.1% | +86.0% | +431.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling