+763.1%
PM vs DAR
+406.1%
+357.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.8% |
| 7D | -4.9% | +1.4% | -6.2% | -5.1% |
| 30D | -3.4% | +12.8% | -16.2% | -5.5% |
| 3M | +5.2% | +7.4% | -2.2% | +3.5% |
| 6M | +3.7% | +22.3% | -18.5% | -0.5% |
| YTD | +15.8% | +81.1% | -65.3% | +3.6% |
| 1Y | +17.4% | +106.5% | -89.1% | +2.2% |
| 3Y | +116.9% | +5.3% | +111.6% | +107.0% |
| 5Y | +117.3% | -11.5% | +128.9% | +108.0% |
| 10Y | +193.8% | +353.3% | -159.6% | +95.2% |
| All | +763.1% | +406.1% | +357.0% | +376.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling