+78.7%
PR vs DG
+111.9%
-33.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.8% |
| 7D | -0.5% | -3.0% | +2.5% | -0.6% |
| 30D | -4.6% | +8.6% | -13.2% | -4.4% |
| 3M | +4.7% | +15.0% | -10.3% | +5.0% |
| 6M | +12.4% | +32.7% | -20.2% | +13.1% |
| YTD | +62.9% | +5.5% | +57.3% | +63.5% |
| 1Y | +70.6% | +34.6% | +36.0% | +71.4% |
| 3Y | +90.0% | +24.2% | +65.8% | +91.3% |
| 5Y | +255.5% | -32.3% | +287.8% | +262.8% |
| 10Y | +78.7% | +111.1% | -32.4% | +70.0% |
| All | +78.7% | +111.9% | -33.2% | +70.0% |
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