+763.1%
PM vs DOV
+936.3%
-173.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.3% |
| 7D | -4.9% | -2.7% | -2.2% | -4.1% |
| 30D | -3.4% | -8.1% | +4.7% | -0.8% |
| 3M | +5.2% | -9.4% | +14.6% | +8.0% |
| 6M | +3.7% | -12.6% | +16.3% | +7.4% |
| YTD | +15.8% | -0.5% | +16.2% | +14.8% |
| 1Y | +17.4% | +9.2% | +8.1% | +12.5% |
| 3Y | +116.9% | +34.1% | +82.8% | +88.9% |
| 5Y | +117.3% | +17.3% | +100.1% | +94.8% |
| 10Y | +193.8% | +284.9% | -91.2% | +71.9% |
| All | +763.1% | +936.3% | -173.1% | +238.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling