+183.6%
PM vs DASH
+16.3%
+167.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.6% | +2.7% | -1.9% |
| 7D | -4.9% | -10.6% | +5.7% | -4.7% |
| 30D | -3.4% | +2.2% | -5.5% | -3.4% |
| 3M | +5.2% | +32.3% | -27.1% | +4.9% |
| 6M | +3.7% | +19.1% | -15.4% | +3.5% |
| YTD | +15.8% | -6.5% | +22.3% | +16.0% |
| 1Y | +17.4% | -14.9% | +32.3% | +17.7% |
| 3Y | +116.9% | +151.9% | -35.0% | +111.2% |
| 5Y | +117.3% | +9.4% | +107.9% | +111.4% |
| All | +183.6% | +16.3% | +167.2% | +176.7% |
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