+36.7%
PM vs D
+19.8%
+16.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.3% |
| 7D | -5.2% | +3.0% | -8.2% | -6.1% |
| 30D | +2.7% | +11.5% | -8.8% | -0.9% |
| 3M | +6.1% | +3.7% | +2.4% | +4.8% |
| 6M | +18.0% | +13.5% | +4.5% | +14.1% |
| YTD | +26.6% | +20.7% | +5.9% | +20.2% |
| 1Y | +36.7% | +18.2% | +18.4% | +29.7% |
| All | +36.7% | +19.8% | +16.9% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling