+210.9%
PM vs DGX
+255.3%
-44.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.2% |
| 7D | +4.7% | -0.9% | +5.6% | +4.9% |
| 30D | +2.6% | -1.2% | +3.8% | +2.9% |
| 3M | +6.6% | +15.8% | -9.2% | +1.7% |
| 6M | +16.5% | +18.2% | -1.7% | +10.3% |
| YTD | +21.2% | +37.2% | -16.0% | +9.4% |
| 1Y | +17.9% | +30.4% | -12.4% | +8.1% |
| 3Y | +129.8% | +96.7% | +33.1% | +83.1% |
| 5Y | +133.0% | +67.2% | +65.9% | +92.6% |
| All | +210.9% | +255.3% | -44.4% | +94.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling