+18.0%
PM vs DAR
-19.7%
+37.7%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.8% |
| 7D | -5.2% | -9.9% | +4.7% | -5.5% |
| 30D | +2.7% | -16.4% | +19.1% | +2.2% |
| 3M | +6.1% | -17.1% | +23.2% | +5.9% |
| 6M | +18.0% | -20.5% | +38.5% | +18.7% |
| All | +18.0% | -19.7% | +37.7% | +18.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling