+287.7%
PSX vs DG
-31.9%
+319.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | -7.8% | +5.2% | -13.0% | -7.8% |
| 30D | -9.9% | +7.9% | -17.8% | -9.9% |
| 3M | +16.9% | +12.7% | +4.2% | +16.8% |
| 6M | +48.0% | +22.4% | +25.5% | +47.6% |
| YTD | +98.3% | +5.4% | +92.9% | +98.2% |
| 1Y | +86.2% | +39.4% | +46.8% | +84.7% |
| 3Y | +144.0% | +24.1% | +119.9% | +141.5% |
| 5Y | +287.7% | -32.2% | +319.9% | +308.1% |
| All | +287.7% | -31.9% | +319.6% | +308.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling