+169.5%
PR vs DGX
+292.1%
-122.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | +2.9% | -2.3% | +5.2% | +3.3% |
| 30D | +18.0% | +0.6% | +17.5% | +17.9% |
| 3M | +16.9% | +21.4% | -4.5% | +13.0% |
| 6M | +28.2% | +14.7% | +13.5% | +25.1% |
| YTD | +69.3% | +38.4% | +30.9% | +59.5% |
| 1Y | +69.5% | +34.0% | +35.5% | +60.3% |
| 3Y | +81.7% | +92.7% | -11.0% | +58.9% |
| 5Y | +422.2% | +67.7% | +354.5% | +362.4% |
| 10Y | +110.4% | +248.0% | -137.6% | +70.2% |
| All | +169.5% | +292.1% | -122.6% | +126.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling