-36.6%
DT vs PR
+273.3%
-309.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.5% | -0.4% |
| 7D | +3.1% | +6.0% | -2.8% | +2.1% |
| 30D | -29.5% | -4.2% | -25.3% | -29.0% |
| 3M | -11.7% | +10.0% | -21.7% | -13.4% |
| 6M | +29.0% | +15.6% | +13.4% | +24.9% |
| YTD | +3.4% | +68.2% | -64.8% | -7.7% |
| 1Y | -4.2% | +79.2% | -83.4% | -15.7% |
| 3Y | -12.8% | +94.9% | -107.7% | -26.4% |
| All | -36.6% | +273.3% | -309.9% | -56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling