+78.3%
PR vs DTE
+4.2%
+74.1%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +1.3% |
| 7D | -0.6% | +0.9% | -1.5% | -0.6% |
| 30D | +17.4% | -1.9% | +19.2% | +17.4% |
| 3M | +21.8% | -3.3% | +25.1% | +22.5% |
| 6M | +27.6% | -7.1% | +34.7% | +28.2% |
| YTD | +71.4% | +8.1% | +63.3% | +68.0% |
| 1Y | +78.3% | +5.3% | +73.1% | +74.1% |
| All | +78.3% | +4.2% | +74.1% | +74.1% |
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 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