+836.5%
PM vs DE
+1,136.2%
-299.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | -7.1% | +2.3% | -9.3% | -7.6% |
| 30D | -2.8% | +9.3% | -12.1% | -4.9% |
| 3M | +6.3% | +12.2% | -5.9% | +3.0% |
| 6M | +9.6% | +18.1% | -8.4% | +4.5% |
| YTD | +25.6% | +49.8% | -24.2% | +12.1% |
| 1Y | +29.7% | +46.4% | -16.7% | +16.3% |
| 3Y | +147.6% | +92.5% | +55.0% | +103.2% |
| 5Y | +160.1% | +107.4% | +52.7% | +104.2% |
| 10Y | +260.9% | +784.1% | -523.2% | +83.5% |
| All | +836.5% | +1,136.2% | -299.7% | +243.9% |
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 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