+208.8%
PM vs DTE
+141.0%
+67.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.8% |
| 7D | +1.9% | -2.0% | +3.9% | +2.9% |
| 30D | +1.9% | -2.4% | +4.3% | +3.1% |
| 3M | +4.6% | -7.3% | +11.9% | +8.5% |
| 6M | +11.7% | -7.6% | +19.3% | +16.0% |
| YTD | +20.4% | +5.8% | +14.5% | +16.9% |
| 1Y | +19.0% | +2.3% | +16.6% | +17.3% |
| 3Y | +130.4% | +45.0% | +85.4% | +90.2% |
| 5Y | +131.5% | +33.2% | +98.2% | +97.0% |
| All | +208.8% | +141.0% | +67.9% | +88.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling