+127.5%
PM vs DE
+97.1%
+30.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.1% | +1.5% |
| 7D | -1.3% | +0.7% | -2.0% | -1.4% |
| 30D | -2.6% | +9.6% | -12.2% | -3.9% |
| 3M | +5.8% | +19.0% | -13.2% | +3.1% |
| 6M | +10.6% | +16.1% | -5.5% | +7.9% |
| YTD | +17.2% | +47.0% | -29.9% | +10.5% |
| 1Y | +17.6% | +43.1% | -25.5% | +11.2% |
| 3Y | +124.3% | +77.5% | +46.8% | +102.8% |
| All | +127.5% | +97.1% | +30.4% | +105.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling