-42.7%
DT vs PR
+225.6%
-268.3%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.9% | -1.7% | -5.7% |
| 7D | -28.3% | -16.5% | -11.8% | -25.9% |
| 30D | -28.4% | -4.5% | -23.9% | -27.8% |
| 3M | -14.1% | +8.5% | -22.6% | -15.5% |
| 6M | +13.2% | -3.3% | +16.5% | +13.1% |
| YTD | +0.8% | +55.7% | -54.9% | -8.8% |
| 1Y | -7.8% | +82.0% | -89.8% | -19.4% |
| 3Y | -8.3% | +62.5% | -70.8% | -20.0% |
| 5Y | -42.7% | +223.9% | -266.6% | -60.0% |
| All | -42.7% | +225.6% | -268.3% | -60.0% |
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