+84.5%
PR vs DG
+105.2%
-20.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.6% | +1.2% |
| 7D | +6.0% | +0.3% | +5.7% | +6.0% |
| 30D | -4.2% | +3.2% | -7.4% | -4.1% |
| 3M | +10.0% | +10.4% | -0.5% | +10.2% |
| 6M | +15.6% | +33.2% | -17.6% | +16.2% |
| YTD | +68.2% | +3.0% | +65.2% | +68.7% |
| 1Y | +79.2% | +31.2% | +48.0% | +79.9% |
| 3Y | +94.9% | +21.8% | +73.1% | +96.1% |
| 5Y | +272.8% | -35.0% | +307.7% | +279.4% |
| All | +84.5% | +105.2% | -20.7% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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