+415.3%
PR vs DG
-35.0%
+450.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.6% |
| 7D | +2.9% | +8.4% | -5.5% | +2.7% |
| 30D | +18.0% | +4.9% | +13.1% | +17.9% |
| 3M | +16.9% | +29.3% | -12.5% | +15.8% |
| 6M | +28.2% | -11.3% | +39.5% | +29.2% |
| YTD | +69.3% | +1.8% | +67.6% | +69.3% |
| 1Y | +69.5% | +25.3% | +44.2% | +67.2% |
| 3Y | +81.7% | +9.1% | +72.6% | +79.6% |
| All | +415.3% | -35.0% | +450.2% | +485.7% |
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