+125.1%
PM vs DOV
+19.9%
+105.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.1% |
| 7D | -1.3% | +2.5% | -3.8% | -1.7% |
| 30D | -2.6% | -7.5% | +5.0% | -1.4% |
| 3M | +5.8% | -9.7% | +15.5% | +7.3% |
| 6M | +10.6% | -6.1% | +16.6% | +11.2% |
| YTD | +17.2% | +0.5% | +16.7% | +16.5% |
| 1Y | +17.6% | +10.5% | +7.1% | +15.0% |
| 3Y | +124.3% | +41.7% | +82.6% | +99.0% |
| 5Y | +125.1% | +18.4% | +106.6% | +107.3% |
| All | +125.1% | +19.9% | +105.1% | +107.3% |
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