+143.2%
PM vs DD
+90.7%
+52.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.9% | -8.3% | -2.7% |
| 7D | -7.3% | +9.8% | -17.1% | -7.7% |
| 30D | -4.0% | +19.3% | -23.3% | -4.8% |
| 3M | +2.7% | +9.4% | -6.6% | +2.4% |
| 6M | +14.9% | +4.8% | +10.1% | +14.7% |
| YTD | +23.5% | +30.2% | -6.7% | +21.4% |
| 1Y | +30.4% | +32.2% | -1.9% | +28.0% |
| 3Y | +143.2% | +93.1% | +50.1% | +120.7% |
| All | +143.2% | +90.7% | +52.6% | +120.7% |
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