+32.8%
PM vs DE
+41.5%
-8.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +1.9% | +1.2% |
| 7D | +0.5% | +0.3% | +0.3% | +0.5% |
| 30D | -3.2% | +3.6% | -6.8% | -3.6% |
| 3M | +6.2% | +10.2% | -4.0% | +4.9% |
| 6M | +7.7% | +16.6% | -8.9% | +5.3% |
| YTD | +27.3% | +45.8% | -18.5% | +22.3% |
| 1Y | +32.8% | +43.9% | -11.1% | +27.9% |
| All | +32.8% | +41.5% | -8.8% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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