+215.0%
PM vs DT
+103.5%
+111.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.8% |
| 7D | -4.9% | -3.3% | -1.6% | -4.7% |
| 30D | -3.4% | +2.0% | -5.4% | -3.6% |
| 3M | +5.2% | +20.0% | -14.8% | +3.6% |
| 6M | +3.7% | +39.3% | -35.6% | +0.6% |
| YTD | +15.8% | +19.8% | -4.0% | +13.6% |
| 1Y | +17.4% | +4.3% | +13.1% | +16.4% |
| 3Y | +116.9% | +7.7% | +109.2% | +112.5% |
| 5Y | +117.3% | -26.8% | +144.1% | +118.4% |
| All | +215.0% | +103.5% | +111.5% | +154.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling