+70.3%
PR vs DG
+119.6%
-49.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.5% | +0.9% |
| 7D | -9.5% | +5.2% | -14.7% | -9.4% |
| 30D | -5.7% | +7.9% | -13.6% | -5.5% |
| 3M | +3.0% | +12.7% | -9.7% | +3.3% |
| 6M | +11.8% | +22.4% | -10.6% | +12.3% |
| YTD | +58.5% | +5.4% | +53.1% | +59.1% |
| 1Y | +69.9% | +39.4% | +30.5% | +70.7% |
| 3Y | +84.9% | +24.1% | +60.8% | +86.2% |
| 5Y | +246.4% | -32.2% | +278.6% | +253.6% |
| 10Y | +70.3% | +111.8% | -41.5% | +62.0% |
| All | +70.3% | +119.6% | -49.3% | +62.0% |
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