+73.2%
PR vs DTE
+49.5%
+23.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.8% | +1.9% |
| 7D | -16.4% | -0.3% | -16.1% | -16.4% |
| 30D | -1.9% | +6.2% | -8.1% | -2.8% |
| 3M | +8.0% | -2.6% | +10.6% | +8.3% |
| 6M | +4.1% | -3.5% | +7.6% | +4.6% |
| YTD | +58.7% | +7.4% | +51.3% | +55.3% |
| 1Y | +75.8% | +4.2% | +71.6% | +73.0% |
| 3Y | +73.2% | +51.7% | +21.4% | +55.6% |
| All | +73.2% | +49.5% | +23.7% | +55.6% |
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