+134.1%
PSX vs DG
+10.3%
+123.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.0% | +5.6% | +1.5% |
| 7D | +2.8% | -2.5% | +5.3% | +2.8% |
| 30D | +27.8% | +1.0% | +26.7% | +27.8% |
| 3M | +42.0% | +20.3% | +21.7% | +42.4% |
| 6M | +58.1% | -11.7% | +69.9% | +58.2% |
| YTD | +105.0% | -2.3% | +107.4% | +105.0% |
| 1Y | +104.9% | +20.0% | +84.9% | +104.6% |
| 3Y | +134.1% | +7.2% | +126.8% | +119.4% |
| All | +134.1% | +10.3% | +123.7% | +119.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling