+144.0%
PSX vs DT
-12.2%
+156.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | -7.8% | -7.5% | -0.3% | -6.6% |
| 30D | -9.9% | -31.5% | +21.6% | -4.6% |
| 3M | +16.9% | -14.0% | +30.9% | +18.9% |
| 6M | +48.0% | +6.9% | +41.1% | +43.5% |
| YTD | +98.3% | +0.3% | +98.0% | +94.3% |
| 1Y | +86.2% | -6.9% | +93.1% | +86.0% |
| 3Y | +144.0% | -13.9% | +157.9% | +133.8% |
| All | +144.0% | -12.2% | +156.2% | +133.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling