+319.1%
DELL vs PM
+16.6%
+302.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +0.6% |
| 7D | +14.9% | -4.9% | +19.8% | +12.3% |
| 30D | +13.3% | -3.4% | +16.7% | +11.7% |
| 3M | +24.4% | +5.2% | +19.2% | +27.7% |
| 6M | +258.0% | +3.7% | +254.3% | +266.2% |
| YTD | +320.2% | +15.8% | +304.4% | +342.3% |
| 1Y | +319.1% | +17.4% | +301.7% | +349.5% |
| All | +319.1% | +16.6% | +302.4% | +349.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 1y: compounded portfolio wealth divided by compounded PM 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…
1y analysis · Full analysis span regression · 6 months rolling