+237.3%
PSX vs DT
+73.5%
+163.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +2.9% |
| 7D | -0.4% | -5.4% | +5.1% | +0.7% |
| 30D | -8.1% | -32.2% | +24.1% | -1.5% |
| 3M | +15.9% | -10.9% | +26.8% | +17.7% |
| 6M | +49.4% | +10.0% | +39.4% | +44.5% |
| YTD | +104.7% | +2.1% | +102.6% | +99.5% |
| 1Y | +89.1% | -5.5% | +94.6% | +87.2% |
| 3Y | +151.7% | -12.4% | +164.2% | +149.3% |
| 5Y | +298.3% | -39.7% | +338.0% | +311.6% |
| All | +237.3% | +73.5% | +163.8% | +133.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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