+221.7%
PR vs DTE
+39.5%
+182.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.6% |
| 3M | +8.0% | -2.6% | +10.6% | +8.6% |
| 6M | +4.1% | -3.5% | +7.6% | +4.8% |
| YTD | +58.7% | +7.4% | +51.3% | +53.7% |
| 1Y | +75.8% | +4.2% | +71.6% | +71.9% |
| 3Y | +73.2% | +51.7% | +21.4% | +44.4% |
| All | +221.7% | +39.5% | +182.2% | +168.2% |
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