+86.2%
PR vs DGX
+244.3%
-158.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.8% | -2.2% | +1.4% | -0.5% |
| 30D | +11.3% | -0.9% | +12.2% | +11.4% |
| 3M | +24.1% | +15.6% | +8.5% | +21.0% |
| 6M | +25.4% | +17.8% | +7.6% | +21.6% |
| YTD | +71.2% | +37.5% | +33.8% | +61.2% |
| 1Y | +78.6% | +31.2% | +47.5% | +69.4% |
| 3Y | +85.2% | +96.6% | -11.3% | +60.8% |
| 5Y | +419.0% | +64.9% | +354.1% | +359.5% |
| 10Y | +86.2% | +254.6% | -168.3% | +51.4% |
| All | +86.2% | +244.3% | -158.1% | +51.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling