+267.7%
PR vs DG
-35.8%
+303.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.6% | +1.2% |
| 7D | +6.0% | +0.3% | +5.7% | +6.0% |
| 30D | -4.2% | +3.2% | -7.4% | -4.3% |
| 3M | +10.0% | +10.4% | -0.5% | +9.6% |
| 6M | +15.6% | +33.2% | -17.6% | +14.3% |
| YTD | +68.2% | +3.0% | +65.2% | +68.0% |
| 1Y | +79.2% | +31.2% | +48.0% | +76.2% |
| 3Y | +94.9% | +21.8% | +73.1% | +88.5% |
| All | +267.7% | -35.8% | +303.5% | +299.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling