+70.3%
PR vs DTE
+146.7%
-76.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.5% | +0.7% |
| 7D | -9.5% | +3.5% | -13.0% | -11.0% |
| 30D | -5.7% | +9.5% | -15.2% | -9.8% |
| 3M | +3.0% | +2.5% | +0.4% | +1.5% |
| 6M | +11.8% | +0.6% | +11.3% | +10.7% |
| YTD | +58.5% | +10.5% | +48.0% | +49.1% |
| 1Y | +69.9% | +3.3% | +66.5% | +65.1% |
| 3Y | +84.9% | +56.3% | +28.6% | +41.6% |
| 5Y | +246.4% | +44.9% | +201.5% | +172.2% |
| 10Y | +70.3% | +149.2% | -78.9% | +63.1% |
| All | +70.3% | +146.7% | -76.4% | +63.1% |
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