+250.9%
PM vs DOV
+333.6%
-82.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.7% |
| 7D | -6.6% | -0.7% | -5.9% | -6.5% |
| 30D | -3.4% | +12.3% | -15.7% | -7.0% |
| 3M | +5.3% | +1.2% | +4.2% | +4.7% |
| 6M | +15.5% | -3.1% | +18.6% | +15.9% |
| YTD | +24.3% | +9.4% | +14.9% | +19.2% |
| 1Y | +29.7% | +17.6% | +12.1% | +21.4% |
| 3Y | +144.9% | +66.5% | +78.4% | +92.7% |
| 5Y | +159.0% | +29.0% | +130.0% | +122.0% |
| 10Y | +250.9% | +329.8% | -78.9% | +105.9% |
| All | +250.9% | +333.6% | -82.6% | +105.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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