+240.9%
DIA vs PM
+228.8%
+12.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.6% | +2.9% |
| 7D | +0.8% | -7.3% | +8.1% | +3.2% |
| 30D | +1.4% | -4.0% | +5.4% | +2.6% |
| 3M | -2.7% | +2.7% | -5.4% | -3.8% |
| 6M | +6.2% | +14.9% | -8.6% | +0.6% |
| YTD | +10.1% | +23.5% | -13.4% | +1.0% |
| 1Y | +13.0% | +30.4% | -17.3% | +1.5% |
| 3Y | +61.9% | +143.2% | -81.3% | +9.8% |
| 5Y | +57.1% | +159.5% | -102.4% | +2.0% |
| 10Y | +240.9% | +234.7% | +6.2% | +96.4% |
| All | +240.9% | +228.8% | +12.1% | +96.4% |
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