+79.3%
PR vs DG
+9.1%
+70.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.5% |
| 7D | +2.9% | +8.4% | -5.5% | +3.3% |
| 30D | +18.0% | +4.9% | +13.1% | +18.3% |
| 3M | +16.9% | +29.3% | -12.5% | +18.4% |
| 6M | +28.2% | -11.3% | +39.5% | +28.5% |
| YTD | +69.3% | +1.8% | +67.6% | +70.3% |
| 1Y | +69.5% | +25.3% | +44.2% | +71.5% |
| All | +79.3% | +9.1% | +70.2% | +74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling