+77.0%
PR vs DG
+31.9%
+45.1%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +1.7% |
| 7D | +6.7% | -2.5% | +9.2% | +6.3% |
| 30D | -6.1% | +7.7% | -13.8% | -5.1% |
| 3M | +6.9% | +13.1% | -6.3% | +8.7% |
| 6M | +14.6% | +32.0% | -17.4% | +18.4% |
| YTD | +66.1% | +3.3% | +62.8% | +69.2% |
| 1Y | +77.0% | +31.7% | +45.4% | +80.6% |
| All | +77.0% | +31.9% | +45.1% | +80.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling