+46.9%
PM vs DT
-5.1%
+52.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.5% |
| 7D | +4.3% | -25.5% | +29.8% | +3.1% |
| 30D | +11.5% | -22.3% | +33.8% | +10.4% |
| 3M | +13.0% | +2.3% | +10.7% | +13.0% |
| 6M | +25.9% | +20.7% | +5.2% | +26.6% |
| YTD | +34.0% | +7.9% | +26.1% | +36.9% |
| 1Y | +46.9% | -5.7% | +52.6% | +54.2% |
| All | +46.9% | -5.1% | +52.0% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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