+415.3%
PR vs DTE
+33.5%
+381.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 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