+73.2%
PR vs DGX
+102.3%
-29.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.9% |
| 7D | -16.4% | +1.5% | -17.9% | -16.4% |
| 30D | -1.9% | +12.6% | -14.5% | -2.4% |
| 3M | +8.0% | +7.6% | +0.4% | +7.7% |
| 6M | +4.1% | +36.2% | -32.1% | +2.5% |
| YTD | +58.7% | +49.8% | +8.9% | +53.7% |
| 1Y | +75.8% | +47.3% | +28.6% | +70.7% |
| 3Y | +73.2% | +102.1% | -28.9% | +50.6% |
| All | +73.2% | +102.3% | -29.1% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling