+119.6%
PM vs DASH
+152.1%
-32.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.6% | +2.7% | -2.0% |
| 7D | -4.9% | -10.6% | +5.7% | -5.0% |
| 30D | -3.4% | +2.2% | -5.5% | -3.3% |
| 3M | +5.2% | +32.3% | -27.1% | +6.0% |
| 6M | +3.7% | +19.1% | -15.4% | +4.4% |
| YTD | +15.8% | -6.5% | +22.3% | +16.5% |
| 1Y | +17.4% | -14.9% | +32.3% | +18.0% |
| All | +119.6% | +152.1% | -32.5% | +106.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling