+568.7%
DIA vs PM
+752.6%
-183.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | +0.3% |
| 7D | -0.2% | -4.9% | +4.7% | +2.0% |
| 30D | -1.5% | -3.4% | +1.9% | -0.2% |
| 3M | +3.8% | +5.2% | -1.4% | +0.8% |
| 6M | +10.3% | +3.7% | +6.6% | +7.0% |
| YTD | +12.1% | +15.8% | -3.7% | +3.1% |
| 1Y | +18.6% | +17.4% | +1.3% | +7.9% |
| 3Y | +60.6% | +116.9% | -56.3% | +4.9% |
| 5Y | +64.4% | +117.3% | -52.9% | +5.4% |
| 10Y | +250.1% | +193.8% | +56.3% | +80.6% |
| All | +568.7% | +752.6% | -183.9% | +63.8% |
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