+237.1%
DIA vs PR
+72.8%
+164.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.2% | +0.3% |
| 7D | -1.6% | -0.5% | -1.1% | -1.6% |
| 30D | +1.3% | -4.6% | +5.9% | +1.5% |
| 3M | -2.1% | +4.7% | -6.8% | -2.5% |
| 6M | +6.2% | +12.4% | -6.2% | +5.2% |
| YTD | +10.3% | +62.9% | -52.5% | +6.5% |
| 1Y | +11.0% | +70.6% | -59.6% | +6.7% |
| 3Y | +60.4% | +90.0% | -29.6% | +52.2% |
| 5Y | +59.1% | +255.5% | -196.4% | +43.6% |
| 10Y | +237.1% | +78.7% | +158.3% | +225.7% |
| All | +237.1% | +72.8% | +164.3% | +225.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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