+46.9%
PM vs DTE
+5.6%
+41.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.9% | +0.4% |
| 7D | +4.3% | +4.2% | 0.0% | +2.1% |
| 30D | +11.5% | +10.0% | +1.5% | +6.4% |
| 3M | +13.0% | -2.1% | +15.1% | +14.7% |
| 6M | +25.9% | -4.7% | +30.6% | +29.3% |
| YTD | +34.0% | +9.3% | +24.7% | +32.7% |
| 1Y | +46.9% | +6.6% | +40.3% | +46.6% |
| All | +46.9% | +5.6% | +41.3% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling