+4,150.0%
DELL vs PM
+210.3%
+3,939.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.1% |
| 7D | +8.7% | -1.2% | +9.9% | +9.0% |
| 30D | +16.9% | -0.2% | +17.1% | +16.8% |
| 3M | +40.4% | +4.9% | +35.5% | +37.6% |
| 6M | +267.1% | +9.0% | +258.0% | +252.6% |
| YTD | +329.1% | +17.8% | +311.3% | +301.7% |
| 1Y | +346.9% | +16.8% | +330.1% | +317.6% |
| 3Y | +696.6% | +125.4% | +571.2% | +456.5% |
| 5Y | +1,106.2% | +128.7% | +977.5% | +729.9% |
| All | +4,150.0% | +210.3% | +3,939.7% | +2,373.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling