+361.6%
PSX vs DG
+105.2%
+256.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | +7.8% | +0.3% | +7.5% | +7.8% |
| 30D | -10.9% | +3.2% | -14.1% | -11.2% |
| 3M | +14.5% | +10.4% | +4.1% | +13.5% |
| 6M | +56.1% | +33.2% | +23.0% | +52.2% |
| YTD | +109.6% | +3.0% | +106.6% | +108.1% |
| 1Y | +95.5% | +31.2% | +64.3% | +89.5% |
| 3Y | +156.2% | +21.8% | +134.4% | +144.9% |
| 5Y | +310.0% | -35.0% | +345.0% | +327.8% |
| All | +361.6% | +105.2% | +256.4% | +282.2% |
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