+65.7%
DIA vs PM
+119.0%
-53.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | -0.2% |
| 7D | -0.2% | -4.9% | +4.7% | +0.7% |
| 30D | -1.5% | -3.4% | +1.9% | -1.0% |
| 3M | +3.8% | +5.2% | -1.4% | +2.5% |
| 6M | +10.3% | +3.7% | +6.6% | +9.0% |
| YTD | +12.1% | +15.8% | -3.7% | +8.1% |
| 1Y | +18.6% | +17.4% | +1.3% | +13.9% |
| 3Y | +60.6% | +116.9% | -56.3% | +24.8% |
| All | +65.7% | +119.0% | -53.3% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling