+1,139.1%
PSX vs DGX
+423.6%
+715.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.8% | -2.2% | +4.0% | +2.5% |
| 30D | +21.6% | -0.9% | +22.6% | +21.9% |
| 3M | +46.5% | +15.6% | +30.9% | +39.8% |
| 6M | +62.0% | +17.8% | +44.2% | +53.3% |
| YTD | +106.3% | +37.5% | +68.9% | +85.4% |
| 1Y | +103.0% | +31.2% | +71.8% | +84.8% |
| 3Y | +135.5% | +96.6% | +38.9% | +86.0% |
| 5Y | +368.5% | +64.9% | +303.6% | +283.9% |
| 10Y | +386.6% | +254.6% | +132.0% | +175.1% |
| All | +1,139.1% | +423.6% | +715.5% | +491.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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