+122.5%
PM vs DT
+8.9%
+113.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.9% |
| 7D | -4.9% | -3.3% | -1.6% | -4.8% |
| 30D | -3.4% | +2.0% | -5.4% | -3.4% |
| 3M | +5.2% | +20.0% | -14.8% | +4.8% |
| 6M | +3.7% | +39.3% | -35.6% | +2.8% |
| YTD | +15.8% | +19.8% | -4.0% | +15.7% |
| 1Y | +17.4% | +4.3% | +13.1% | +18.1% |
| All | +122.5% | +8.9% | +113.6% | +119.7% |
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