+198.6%
PM vs DAR
+367.0%
-168.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | +0.7% |
| 7D | -1.3% | -0.9% | -0.4% | -1.2% |
| 30D | -2.6% | +13.0% | -15.5% | -4.7% |
| 3M | +5.8% | +15.0% | -9.2% | +3.0% |
| 6M | +10.6% | +26.8% | -16.3% | +5.5% |
| YTD | +17.2% | +86.4% | -69.3% | +4.3% |
| 1Y | +17.6% | +115.1% | -97.5% | +1.7% |
| 3Y | +124.3% | +14.6% | +109.6% | +112.7% |
| 5Y | +125.1% | -8.8% | +133.9% | +116.2% |
| 10Y | +198.6% | +356.5% | -157.9% | +75.2% |
| All | +198.6% | +367.0% | -168.4% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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