+265.8%
DIA vs PR
+169.5%
+96.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.4% |
| 7D | -0.2% | +2.9% | -3.1% | -0.4% |
| 30D | -1.5% | +18.0% | -19.6% | -2.6% |
| 3M | +3.8% | +16.9% | -13.1% | +2.6% |
| 6M | +10.3% | +28.2% | -17.9% | +8.3% |
| YTD | +12.1% | +69.3% | -57.2% | +8.1% |
| 1Y | +18.6% | +69.5% | -50.9% | +14.3% |
| 3Y | +60.6% | +81.7% | -21.1% | +53.0% |
| 5Y | +64.4% | +422.2% | -357.8% | +45.8% |
| 10Y | +250.1% | +110.4% | +139.7% | +232.5% |
| All | +265.8% | +169.5% | +96.3% | +244.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling