+87.1%
PR vs DTE
+138.6%
-51.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +0.8% |
| 7D | -0.6% | +0.9% | -1.5% | -1.0% |
| 30D | +17.4% | -1.9% | +19.2% | +18.2% |
| 3M | +21.8% | -3.3% | +25.1% | +23.4% |
| 6M | +27.6% | -7.1% | +34.7% | +31.2% |
| YTD | +71.4% | +8.1% | +63.3% | +63.5% |
| 1Y | +78.3% | +5.3% | +73.1% | +71.9% |
| 3Y | +85.5% | +48.2% | +37.3% | +47.1% |
| 5Y | +422.7% | +33.2% | +389.4% | +333.2% |
| 10Y | +87.1% | +137.5% | -50.4% | +75.7% |
| All | +87.1% | +138.6% | -51.5% | +75.7% |
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