+232.6%
PSX vs DT
+103.5%
+129.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.5% |
| 7D | +4.5% | -3.3% | +7.8% | +5.1% |
| 30D | +26.6% | +2.0% | +24.6% | +25.9% |
| 3M | +39.3% | +20.0% | +19.3% | +33.7% |
| 6M | +56.8% | +39.3% | +17.5% | +45.3% |
| YTD | +101.8% | +19.8% | +82.1% | +91.9% |
| 1Y | +99.6% | +4.3% | +95.3% | +94.8% |
| 3Y | +140.3% | +7.7% | +132.6% | +129.6% |
| 5Y | +339.3% | -26.8% | +366.2% | +337.8% |
| All | +232.6% | +103.5% | +129.1% | +124.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling