+102.5%
PSX vs DG
+20.1%
+82.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.9% |
| 7D | +1.5% | -6.3% | +7.8% | +1.2% |
| 30D | +15.8% | +2.4% | +13.4% | +15.9% |
| 3M | +43.0% | +12.4% | +30.6% | +43.8% |
| 6M | +61.1% | -14.9% | +76.0% | +60.8% |
| YTD | +104.5% | -6.1% | +110.6% | +103.3% |
| 1Y | +102.5% | +17.9% | +84.7% | +98.4% |
| All | +102.5% | +20.1% | +82.4% | +98.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling