+84.4%
DT vs PR
+329.4%
-245.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.3% |
| 7D | -20.2% | -12.4% | -7.9% | -19.4% |
| 30D | -30.8% | -6.6% | -24.2% | -30.4% |
| 3M | -10.2% | +7.5% | -17.7% | -10.8% |
| 6M | +8.0% | +10.8% | -2.7% | +6.8% |
| YTD | +1.5% | +57.0% | -55.6% | -2.8% |
| 1Y | -6.9% | +67.9% | -74.8% | -11.3% |
| 3Y | -10.9% | +87.6% | -98.5% | -16.5% |
| 5Y | -42.2% | +220.4% | -262.5% | -48.8% |
| All | +84.4% | +329.4% | -245.0% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling