+68.3%
PR vs DG
+40.4%
+28.0%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.2% | -0.8% |
| 7D | -12.4% | +0.7% | -13.0% | -12.0% |
| 30D | -6.6% | +7.4% | -14.0% | -5.5% |
| 3M | +7.5% | +8.5% | -1.0% | +8.9% |
| 6M | +10.8% | +21.9% | -11.1% | +13.7% |
| YTD | +57.0% | +4.9% | +52.1% | +60.0% |
| All | +68.3% | +40.4% | +28.0% | +69.0% |
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 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