+556.9%
DIA vs PM
+809.8%
-252.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.6% | +3.2% |
| 7D | +0.8% | -7.3% | +8.1% | +4.0% |
| 30D | +1.4% | -4.0% | +5.4% | +3.0% |
| 3M | -2.7% | +2.7% | -5.4% | -4.3% |
| 6M | +6.2% | +14.9% | -8.6% | -1.3% |
| YTD | +10.1% | +23.5% | -13.4% | -1.8% |
| 1Y | +13.0% | +30.4% | -17.3% | -1.8% |
| 3Y | +61.9% | +143.2% | -81.3% | +0.1% |
| 5Y | +57.1% | +159.5% | -102.4% | -7.7% |
| 10Y | +240.9% | +234.7% | +6.2% | +64.3% |
| All | +556.9% | +809.8% | -252.9% | +55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling