+386.6%
PSX vs DLR
+168.0%
+218.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | +1.8% | +2.9% | -1.1% | +1.3% |
| 30D | +21.6% | -1.2% | +22.8% | +21.8% |
| 3M | +46.5% | +2.9% | +43.5% | +45.1% |
| 6M | +62.0% | +6.7% | +55.3% | +58.9% |
| YTD | +106.3% | +23.9% | +82.5% | +95.8% |
| 1Y | +103.0% | +18.6% | +84.3% | +94.0% |
| 3Y | +135.5% | +59.7% | +75.9% | +109.1% |
| 5Y | +368.5% | +42.1% | +326.5% | +321.8% |
| 10Y | +386.6% | +176.7% | +209.9% | +271.2% |
| All | +386.6% | +168.0% | +218.6% | +271.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling