+234.7%
PM vs DAR
+288.2%
-53.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.7% | -7.1% | -3.2% |
| 7D | -7.3% | -2.8% | -4.5% | -6.9% |
| 30D | -4.0% | -12.8% | +8.8% | -1.9% |
| 3M | +2.7% | -11.6% | +14.3% | +4.5% |
| 6M | +14.9% | -16.8% | +31.6% | +17.7% |
| YTD | +23.5% | +45.9% | -22.4% | +14.4% |
| 1Y | +30.4% | +61.5% | -31.1% | +18.4% |
| 3Y | +143.2% | +23.0% | +120.3% | +124.7% |
| 5Y | +159.5% | -35.8% | +195.3% | +167.0% |
| 10Y | +234.7% | +280.4% | -45.7% | +100.5% |
| All | +234.7% | +288.2% | -53.6% | +100.5% |
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