+415.3%
PR vs DGX
+67.7%
+347.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | +2.9% | -2.3% | +5.2% | +3.1% |
| 30D | +18.0% | +0.6% | +17.5% | +18.0% |
| 3M | +16.9% | +21.4% | -4.5% | +14.8% |
| 6M | +28.2% | +14.7% | +13.5% | +26.7% |
| YTD | +69.3% | +38.4% | +30.9% | +63.1% |
| 1Y | +69.5% | +34.0% | +35.5% | +63.8% |
| 3Y | +81.7% | +92.7% | -11.0% | +65.0% |
| All | +415.3% | +67.7% | +347.5% | +350.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling