+235.3%
DIA vs PR
+83.7%
+151.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.5% |
| 7D | +1.6% | +6.7% | -5.1% | +1.2% |
| 30D | +1.2% | -6.1% | +7.4% | +1.6% |
| 3M | -2.4% | +6.9% | -9.3% | -2.9% |
| 6M | +5.7% | +14.6% | -8.9% | +4.5% |
| YTD | +9.9% | +66.1% | -56.2% | +5.9% |
| 1Y | +9.8% | +77.0% | -67.2% | +5.4% |
| 3Y | +59.8% | +93.8% | -34.1% | +51.5% |
| 5Y | +57.7% | +268.2% | -210.6% | +42.0% |
| All | +235.3% | +83.7% | +151.5% | +223.7% |
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