+87.0%
PR vs DGX
+45.0%
+42.1%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.5% | -10.0% | -6.1% |
| 7D | -12.1% | +4.1% | -16.2% | -11.6% |
| 30D | +0.9% | +10.5% | -9.6% | +2.1% |
| 3M | +10.1% | +9.8% | +0.3% | +11.7% |
| 6M | +1.1% | +34.6% | -33.4% | +5.1% |
| YTD | +63.7% | +49.8% | +13.8% | +66.0% |
| 1Y | +87.0% | +46.0% | +41.0% | +92.8% |
| All | +87.0% | +45.0% | +42.1% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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