+168.1%
PM vs DOV
+25.3%
+142.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | -5.2% | -1.9% | -3.4% | -4.9% |
| 30D | +2.7% | +8.3% | -5.6% | +1.5% |
| 3M | +6.1% | -3.1% | +9.2% | +6.6% |
| 6M | +18.0% | -9.8% | +27.8% | +19.6% |
| YTD | +26.6% | +5.2% | +21.4% | +25.0% |
| 1Y | +36.7% | +15.3% | +21.4% | +33.0% |
| 3Y | +146.0% | +58.8% | +87.2% | +113.3% |
| All | +168.1% | +25.3% | +142.8% | +134.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling