+207.7%
PM vs DASH
-2.1%
+209.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -7.1% | -10.2% | +3.2% | -6.9% |
| 30D | -2.8% | -8.2% | +5.4% | -2.7% |
| 3M | +6.3% | -15.9% | +22.3% | +6.6% |
| 6M | +9.6% | +13.3% | -3.7% | +9.5% |
| YTD | +25.6% | -21.3% | +46.9% | +26.1% |
| 1Y | +29.7% | -11.1% | +40.8% | +29.8% |
| 3Y | +147.6% | +103.8% | +43.8% | +142.0% |
| 5Y | +160.1% | -21.6% | +181.7% | +153.9% |
| All | +207.7% | -2.1% | +209.7% | +200.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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