+211.8%
PM vs DD
+64.9%
+146.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +1.1% |
| 7D | -1.2% | -3.8% | +2.6% | -0.3% |
| 30D | -0.2% | -9.2% | +9.1% | +2.1% |
| 3M | +4.9% | -9.0% | +13.9% | +7.0% |
| 6M | +9.0% | -5.0% | +14.0% | +9.5% |
| YTD | +17.8% | +7.4% | +10.4% | +14.4% |
| 1Y | +16.8% | +35.1% | -18.3% | +6.4% |
| 3Y | +125.4% | +43.2% | +82.2% | +96.7% |
| 5Y | +128.7% | +59.6% | +69.0% | +88.9% |
| 10Y | +211.8% | +66.5% | +145.3% | +128.5% |
| All | +211.8% | +64.9% | +146.9% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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