+361.6%
PSX vs DLR
+188.2%
+173.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.1% |
| 7D | +7.8% | +3.3% | +4.5% | +7.2% |
| 30D | -10.9% | +4.6% | -15.5% | -11.7% |
| 3M | +14.5% | -8.3% | +22.8% | +16.1% |
| 6M | +56.1% | -5.6% | +61.7% | +56.8% |
| YTD | +109.6% | +18.7% | +90.9% | +100.1% |
| 1Y | +95.5% | +17.1% | +78.4% | +87.1% |
| 3Y | +156.2% | +54.4% | +101.8% | +128.6% |
| 5Y | +310.0% | +36.5% | +273.5% | +271.6% |
| All | +361.6% | +188.2% | +173.5% | +259.6% |
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