-26.7%
DT vs PR
+433.6%
-460.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.4% |
| 7D | -3.3% | +2.9% | -6.2% | -3.8% |
| 30D | +2.0% | +18.0% | -16.0% | -1.0% |
| 3M | +20.0% | +16.9% | +3.1% | +16.1% |
| 6M | +39.3% | +28.2% | +11.1% | +31.9% |
| YTD | +19.8% | +69.3% | -49.6% | +7.1% |
| 1Y | +4.3% | +69.5% | -65.2% | -7.1% |
| 3Y | +7.7% | +81.7% | -74.0% | -7.6% |
| All | -26.7% | +433.6% | -460.3% | -49.3% |
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