+848.9%
PM vs DE
+1,103.6%
-254.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +1.9% | +1.4% |
| 7D | +0.5% | +0.3% | +0.3% | +0.4% |
| 30D | -3.2% | +3.6% | -6.8% | -4.1% |
| 3M | +6.2% | +10.2% | -4.0% | +3.3% |
| 6M | +7.7% | +16.6% | -8.9% | +2.9% |
| YTD | +27.3% | +45.8% | -18.5% | +14.4% |
| 1Y | +32.8% | +43.9% | -11.1% | +19.6% |
| 3Y | +150.0% | +89.6% | +60.4% | +105.9% |
| 5Y | +164.2% | +100.3% | +63.9% | +109.2% |
| 10Y | +265.7% | +760.8% | -495.1% | +87.2% |
| All | +848.9% | +1,103.6% | -254.7% | +250.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling