+1,112.1%
PSX vs DG
+238.9%
+873.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | 0.0% |
| 7D | +4.5% | +8.4% | -3.9% | +3.7% |
| 30D | +26.6% | +4.9% | +21.7% | +25.9% |
| 3M | +39.3% | +29.3% | +9.9% | +35.4% |
| 6M | +56.8% | -11.3% | +68.1% | +58.3% |
| YTD | +101.8% | +1.8% | +100.1% | +100.4% |
| 1Y | +99.6% | +25.3% | +74.3% | +93.0% |
| 3Y | +140.3% | +9.1% | +131.3% | +131.2% |
| 5Y | +339.3% | -34.9% | +374.2% | +353.8% |
| 10Y | +369.9% | +108.2% | +261.7% | +280.8% |
| All | +1,112.1% | +238.9% | +873.2% | +756.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling