+82.2%
PR vs DGX
+279.7%
-197.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +2.0% |
| 7D | +6.7% | +1.9% | +4.8% | +6.4% |
| 30D | -6.1% | +12.7% | -18.8% | -8.0% |
| 3M | +6.9% | +9.6% | -2.8% | +5.2% |
| 6M | +14.6% | +37.6% | -23.0% | +8.3% |
| YTD | +66.1% | +52.1% | +14.0% | +53.4% |
| 1Y | +77.0% | +41.3% | +35.7% | +65.8% |
| 3Y | +93.8% | +106.9% | -13.0% | +66.4% |
| 5Y | +268.2% | +90.7% | +177.6% | +216.4% |
| All | +82.2% | +279.7% | -197.5% | +57.5% |
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