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  • PR vs DTE✓SelectedUSD · DTEPR vs DTE performance historyLatest closeAs of-1.60%09/04
Stock and ETF performance explorer

PR vs DTE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+415.3%
DTE return
+33.5%
Excess return
+381.8%
Maximum drawdown
-44.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioDTEExcessAlpha
1D-1.6%-0.7%-0.9%-1.4%
7D+2.9%+0.2%+2.7%+2.9%
30D+18.0%-2.6%+20.6%+18.8%
3M+16.9%-3.9%+20.8%+18.0%
6M+28.2%-7.9%+36.1%+30.9%
YTD+69.3%+7.2%+62.2%+64.3%
1Y+69.5%+3.1%+66.4%+66.2%
3Y+81.7%+47.6%+34.1%+53.5%
All+415.3%+33.5%+381.8%+371.1%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling