+128.7%
PM vs DTE
+31.9%
+96.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.9% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | -0.2% | -0.5% | +0.4% | +0.1% |
| 3M | +4.9% | -6.0% | +10.9% | +8.1% |
| 6M | +9.0% | -7.2% | +16.3% | +12.9% |
| YTD | +17.8% | +7.2% | +10.6% | +14.1% |
| 1Y | +16.8% | +4.1% | +12.8% | +14.5% |
| 3Y | +125.4% | +46.9% | +78.6% | +89.4% |
| 5Y | +128.7% | +32.9% | +95.8% | +98.5% |
| All | +128.7% | +31.9% | +96.8% | +98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling