+773.5%
PM vs DGX
+618.8%
+154.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | -1.3% | -0.3% | -1.0% | -1.2% |
| 30D | -2.6% | -1.2% | -1.4% | -2.2% |
| 3M | +5.8% | +19.9% | -14.1% | -0.6% |
| 6M | +10.6% | +19.2% | -8.7% | +3.9% |
| YTD | +17.2% | +37.5% | -20.3% | +4.8% |
| 1Y | +17.6% | +31.3% | -13.6% | +6.8% |
| 3Y | +124.3% | +96.6% | +27.6% | +75.6% |
| 5Y | +125.1% | +64.3% | +60.8% | +84.4% |
| 10Y | +198.6% | +241.1% | -42.5% | +80.2% |
| All | +773.5% | +618.8% | +154.8% | +274.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded DGX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling