+17.6%
PM vs DD
+37.3%
-19.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -1.3% | -0.6% | -0.7% | -1.3% |
| 30D | -2.6% | -7.4% | +4.9% | -2.5% |
| 3M | +5.8% | -6.4% | +12.2% | +5.9% |
| 6M | +10.6% | -2.5% | +13.0% | +10.3% |
| YTD | +17.2% | +10.2% | +6.9% | +17.7% |
| 1Y | +17.6% | +36.9% | -19.3% | +20.4% |
| All | +17.6% | +37.3% | -19.6% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling