+169.5%
PR vs DTE
+153.2%
+16.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | +2.9% | +0.2% | +2.7% | +2.8% |
| 30D | +18.0% | -2.6% | +20.6% | +19.3% |
| 3M | +16.9% | -3.9% | +20.8% | +18.6% |
| 6M | +28.2% | -7.9% | +36.1% | +32.3% |
| YTD | +69.3% | +7.2% | +62.2% | +62.3% |
| 1Y | +69.5% | +3.1% | +66.4% | +65.1% |
| 3Y | +81.7% | +47.6% | +34.1% | +44.7% |
| 5Y | +422.2% | +32.7% | +389.5% | +334.5% |
| 10Y | +110.4% | +138.8% | -28.4% | +87.6% |
| All | +169.5% | +153.2% | +16.3% | +138.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling