+122.5%
PM vs DD
+46.1%
+76.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.3% | -2.0% |
| 7D | -4.9% | -3.5% | -1.4% | -4.7% |
| 30D | -3.4% | -10.3% | +6.9% | -2.7% |
| 3M | +5.2% | -7.5% | +12.7% | +5.6% |
| 6M | +3.7% | -8.0% | +11.7% | +4.1% |
| YTD | +15.8% | +10.5% | +5.3% | +14.5% |
| 1Y | +17.4% | +38.3% | -20.9% | +14.0% |
| All | +122.5% | +46.1% | +76.4% | +113.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling