+210.1%
PM vs DASH
-1.3%
+211.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -5.2% | +0.4% | -5.6% | -5.2% |
| 30D | +2.7% | -6.0% | +8.7% | +2.8% |
| 3M | +6.1% | -15.8% | +21.9% | +6.3% |
| 6M | +18.0% | +7.0% | +11.0% | +17.9% |
| YTD | +26.6% | -20.7% | +47.2% | +27.1% |
| 1Y | +36.7% | -8.5% | +45.2% | +36.8% |
| 3Y | +146.0% | +101.8% | +44.2% | +140.6% |
| 5Y | +164.1% | -9.6% | +173.7% | +157.3% |
| All | +210.1% | -1.3% | +211.3% | +203.1% |
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