+162.6%
PM vs DAR
-27.0%
+189.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | 0.0% | +1.1% |
| 7D | +0.5% | +11.6% | -11.0% | -0.4% |
| 30D | -3.2% | -10.2% | +7.0% | -2.4% |
| 3M | +6.2% | -14.8% | +21.1% | +7.5% |
| 6M | +7.7% | -10.1% | +17.7% | +8.3% |
| YTD | +27.3% | +55.5% | -28.3% | +21.3% |
| 1Y | +32.8% | +61.7% | -28.9% | +26.0% |
| 3Y | +150.0% | +37.2% | +112.9% | +137.3% |
| All | +162.6% | -27.0% | +189.6% | +169.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling