+53.3%
DIA vs PR
+225.0%
-171.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.6% |
| 7D | -0.9% | -16.4% | +15.5% | +1.1% |
| 30D | +0.3% | -1.9% | +2.2% | +0.3% |
| 3M | -4.5% | +8.0% | -12.5% | -5.7% |
| 6M | +3.4% | +4.1% | -0.8% | +2.3% |
| YTD | +7.8% | +58.7% | -50.9% | +0.3% |
| 1Y | +10.7% | +75.8% | -65.1% | +1.5% |
| 3Y | +57.5% | +73.2% | -15.6% | +42.1% |
| All | +53.3% | +225.0% | -171.7% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling