+236.2%
PM vs DT
+72.4%
+163.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -2.5% |
| 7D | -7.3% | -20.2% | +13.0% | -5.9% |
| 30D | -4.0% | -30.8% | +26.7% | -1.6% |
| 3M | +2.7% | -10.2% | +13.0% | +3.2% |
| 6M | +14.9% | +8.0% | +6.8% | +13.5% |
| YTD | +23.5% | +1.5% | +22.1% | +22.3% |
| 1Y | +30.4% | -6.9% | +37.2% | +30.0% |
| 3Y | +143.2% | -10.9% | +154.1% | +141.2% |
| 5Y | +159.5% | -42.2% | +201.6% | +166.1% |
| All | +236.2% | +72.4% | +163.7% | +173.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling