+363.8%
PSX vs DT
-28.6%
+392.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.7% | +2.0% |
| 7D | +2.8% | -4.9% | +7.7% | +3.5% |
| 30D | +27.8% | +2.7% | +25.1% | +27.1% |
| 3M | +42.0% | +20.0% | +22.1% | +37.5% |
| 6M | +58.1% | +28.0% | +30.1% | +50.7% |
| YTD | +105.0% | +16.0% | +89.0% | +98.0% |
| 1Y | +104.9% | +0.7% | +104.2% | +102.4% |
| 3Y | +134.1% | +6.2% | +127.9% | +126.5% |
| 5Y | +363.8% | -28.1% | +392.0% | +366.9% |
| All | +363.8% | -28.6% | +392.5% | +366.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling