+218.8%
PM vs DT
+97.2%
+121.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +1.4% |
| 7D | -1.3% | -4.9% | +3.6% | -1.0% |
| 30D | -2.6% | +2.7% | -5.2% | -2.8% |
| 3M | +5.8% | +20.0% | -14.2% | +4.2% |
| 6M | +10.6% | +28.0% | -17.5% | +8.0% |
| YTD | +17.2% | +16.0% | +1.1% | +15.2% |
| 1Y | +17.6% | +0.7% | +16.9% | +16.9% |
| 3Y | +124.3% | +6.2% | +118.1% | +119.9% |
| 5Y | +125.1% | -28.1% | +153.2% | +126.3% |
| All | +218.8% | +97.2% | +121.6% | +157.6% |
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