+143.2%
PM vs DLR
+53.1%
+90.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.4% | -5.8% | -2.6% |
| 7D | -7.3% | +2.4% | -9.6% | -7.3% |
| 30D | -4.0% | +0.7% | -4.8% | -4.0% |
| 3M | +2.7% | -6.4% | +9.2% | +3.2% |
| 6M | +14.9% | -6.5% | +21.4% | +15.3% |
| YTD | +23.5% | +18.8% | +4.7% | +21.9% |
| 1Y | +30.4% | +9.0% | +21.3% | +29.3% |
| 3Y | +143.2% | +54.5% | +88.7% | +130.6% |
| All | +143.2% | +53.1% | +90.1% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 3y: compounded portfolio wealth divided by compounded DLR 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…
3y analysis · Full analysis span regression · 6 months rolling