+94.9%
PR vs DTE
+57.1%
+37.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +1.2% |
| 7D | +6.0% | +3.4% | +2.5% | +5.5% |
| 30D | -4.2% | +8.9% | -13.1% | -5.4% |
| 3M | +10.0% | +1.1% | +8.9% | +9.8% |
| 6M | +15.6% | +0.1% | +15.5% | +15.5% |
| YTD | +68.2% | +11.1% | +57.1% | +63.9% |
| 1Y | +79.2% | +4.9% | +74.3% | +76.5% |
| 3Y | +94.9% | +58.6% | +36.3% | +74.3% |
| All | +94.9% | +57.1% | +37.8% | +74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling