+238.3%
PSX vs DT
+100.3%
+138.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | +1.7% | -1.6% | +3.3% | +2.0% |
| 30D | +15.6% | +3.0% | +12.6% | +14.8% |
| 3M | +46.5% | +26.5% | +20.0% | +39.1% |
| 6M | +55.0% | +35.9% | +19.1% | +44.3% |
| YTD | +105.3% | +17.8% | +87.5% | +95.7% |
| 1Y | +101.6% | +4.1% | +97.5% | +96.8% |
| 3Y | +134.1% | +5.3% | +128.8% | +124.6% |
| 5Y | +368.7% | -27.2% | +395.9% | +367.0% |
| All | +238.3% | +100.3% | +138.1% | +128.9% |
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