+843.8%
PM vs DD
+282.1%
+561.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.1% |
| 7D | -5.2% | +4.6% | -9.8% | -6.3% |
| 30D | +2.7% | +11.8% | -9.1% | -0.1% |
| 3M | +6.1% | +2.2% | +4.0% | +5.3% |
| 6M | +18.0% | -1.6% | +19.6% | +17.8% |
| YTD | +26.6% | +23.0% | +3.6% | +19.1% |
| 1Y | +36.7% | +26.9% | +9.7% | +27.5% |
| 3Y | +146.0% | +77.9% | +68.1% | +105.6% |
| 5Y | +164.1% | +59.9% | +104.2% | +123.2% |
| 10Y | +238.8% | +90.1% | +148.8% | +156.7% |
| All | +843.8% | +282.1% | +561.7% | +584.8% |
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