+202.6%
PM vs DASH
-0.6%
+203.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.4% |
| 7D | -7.3% | -4.8% | -2.5% | -7.2% |
| 30D | -4.0% | -7.9% | +3.9% | -3.9% |
| 3M | +2.7% | -16.3% | +19.1% | +3.0% |
| 6M | +14.9% | +10.4% | +4.5% | +14.7% |
| YTD | +23.5% | -20.1% | +43.6% | +24.0% |
| 1Y | +30.4% | -11.4% | +41.8% | +30.5% |
| 3Y | +143.2% | +114.1% | +29.1% | +137.5% |
| 5Y | +159.5% | -5.8% | +165.2% | +152.7% |
| All | +202.6% | -0.6% | +203.2% | +195.8% |
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