+65.2%
PR vs DG
+122.0%
-56.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.1% | +5.0% | +1.8% |
| 7D | -16.4% | +1.1% | -17.5% | -16.3% |
| 30D | -1.9% | +9.5% | -11.4% | -1.7% |
| 3M | +8.0% | +5.5% | +2.5% | +8.1% |
| 6M | +4.1% | +16.1% | -12.0% | +4.5% |
| YTD | +58.7% | +2.7% | +56.0% | +59.2% |
| 1Y | +75.8% | +42.1% | +33.7% | +76.7% |
| 3Y | +73.2% | +19.3% | +53.9% | +74.4% |
| 5Y | +230.1% | -35.3% | +265.5% | +235.7% |
| All | +65.2% | +122.0% | -56.8% | +62.3% |
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