+246.2%
DIA vs PM
+196.3%
+49.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.5% |
| 7D | +0.1% | -1.3% | +1.3% | +0.5% |
| 30D | -2.1% | -2.6% | +0.5% | -1.3% |
| 3M | +4.2% | +5.8% | -1.6% | +1.8% |
| 6M | +11.9% | +10.6% | +1.3% | +7.1% |
| YTD | +10.8% | +17.2% | -6.3% | +3.6% |
| 1Y | +17.5% | +17.6% | -0.1% | +9.3% |
| 3Y | +59.9% | +124.3% | -64.3% | +11.8% |
| 5Y | +64.1% | +125.1% | -60.9% | +13.0% |
| 10Y | +246.2% | +198.6% | +47.6% | +103.3% |
| All | +246.2% | +196.3% | +49.9% | +103.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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