+16.8%
PM vs DOV
+8.9%
+7.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.6% |
| 7D | -1.2% | +1.3% | -2.5% | -1.3% |
| 30D | -0.2% | -8.6% | +8.5% | +0.4% |
| 3M | +4.9% | -13.1% | +18.1% | +5.8% |
| 6M | +9.0% | -8.8% | +17.9% | +9.3% |
| YTD | +17.8% | -1.2% | +19.0% | +18.4% |
| 1Y | +16.8% | +10.7% | +6.1% | +19.9% |
| All | +16.8% | +8.9% | +7.9% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling