+821.1%
PM vs DD
+304.6%
+516.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.9% | -8.3% | -3.8% |
| 7D | -7.3% | +9.8% | -17.1% | -9.4% |
| 30D | -4.0% | +19.3% | -23.3% | -8.1% |
| 3M | +2.7% | +9.4% | -6.6% | +0.3% |
| 6M | +14.9% | +4.8% | +10.1% | +12.9% |
| YTD | +23.5% | +30.2% | -6.7% | +14.6% |
| 1Y | +30.4% | +32.2% | -1.9% | +20.3% |
| 3Y | +143.2% | +93.1% | +50.1% | +99.2% |
| 5Y | +159.5% | +68.0% | +91.5% | +116.7% |
| 10Y | +234.7% | +98.5% | +136.2% | +150.8% |
| All | +821.1% | +304.6% | +516.5% | +558.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling