+213.0%
PM vs DASH
-1.1%
+214.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -9.4% | +4.8% | -4.5% |
| 7D | -3.4% | +0.5% | -3.9% | -3.3% |
| 30D | +5.8% | -7.1% | +12.9% | +5.9% |
| 3M | +6.7% | -13.2% | +19.8% | +6.8% |
| 6M | +19.9% | +8.3% | +11.6% | +19.8% |
| YTD | +27.8% | -20.6% | +48.4% | +28.3% |
| 1Y | +39.4% | -24.4% | +63.8% | +39.9% |
| 3Y | +146.9% | +94.5% | +52.4% | +141.7% |
| 5Y | +166.6% | -9.4% | +176.1% | +159.8% |
| All | +213.0% | -1.1% | +214.2% | +206.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling