+146.0%
PM vs DT
-9.2%
+155.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.8% |
| 7D | -5.2% | -24.7% | +19.5% | -5.1% |
| 30D | +2.7% | -27.4% | +30.1% | +2.8% |
| 3M | +6.1% | -11.1% | +17.2% | +6.0% |
| 6M | +18.0% | +13.7% | +4.3% | +17.4% |
| YTD | +26.6% | +0.2% | +26.3% | +26.7% |
| 1Y | +36.7% | -5.7% | +42.4% | +37.2% |
| 3Y | +146.0% | -8.1% | +154.1% | +152.7% |
| All | +146.0% | -9.2% | +155.2% | +152.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling