+242.8%
PSX vs DT
+76.1%
+166.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.4% |
| 7D | +6.4% | +2.7% | +3.7% | +5.9% |
| 30D | -10.2% | -30.4% | +20.2% | -4.2% |
| 3M | +17.2% | -9.4% | +26.6% | +18.6% |
| 6M | +51.8% | +14.5% | +37.2% | +45.7% |
| YTD | +108.0% | +3.6% | +104.4% | +102.2% |
| 1Y | +96.1% | -3.4% | +99.6% | +93.4% |
| 3Y | +155.9% | -11.1% | +167.0% | +152.7% |
| 5Y | +306.9% | -39.5% | +346.4% | +320.5% |
| All | +242.8% | +76.1% | +166.7% | +136.5% |
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