+378.1%
PSX vs DG
+101.8%
+276.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | +1.7% | -6.5% | +8.2% | +2.2% |
| 30D | +15.6% | +4.2% | +11.5% | +15.2% |
| 3M | +46.5% | +9.5% | +36.9% | +45.2% |
| 6M | +55.0% | -13.1% | +68.1% | +56.4% |
| YTD | +105.3% | -4.8% | +110.1% | +105.2% |
| 1Y | +101.6% | +20.6% | +81.0% | +96.6% |
| 3Y | +134.1% | +4.9% | +129.2% | +127.4% |
| 5Y | +368.7% | -37.9% | +406.6% | +388.6% |
| All | +378.1% | +101.8% | +276.3% | +285.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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