+3,922.7%
DELL vs PM
+217.1%
+3,705.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.2% | -7.5% | -5.9% |
| 7D | -1.9% | +1.9% | -3.8% | -2.4% |
| 30D | +14.9% | +1.9% | +13.0% | +14.3% |
| 3M | +37.2% | +4.6% | +32.6% | +34.7% |
| 6M | +254.0% | +11.7% | +242.3% | +238.0% |
| YTD | +306.1% | +20.4% | +285.8% | +278.2% |
| 1Y | +312.3% | +19.0% | +293.3% | +283.6% |
| 3Y | +654.0% | +130.4% | +523.7% | +423.9% |
| 5Y | +1,055.3% | +131.5% | +923.9% | +694.1% |
| All | +3,922.7% | +217.1% | +3,705.6% | +2,228.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling