+2,896.1%
DELL vs PM
+259.9%
+2,636.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +1.1% | +10.7% | +11.5% |
| 7D | +0.4% | -7.1% | +7.4% | +2.1% |
| 30D | -35.1% | -2.8% | -32.3% | -34.8% |
| 3M | -15.1% | +6.3% | -21.5% | -16.6% |
| 6M | +51.7% | +9.6% | +42.1% | +46.5% |
| YTD | +200.0% | +25.6% | +174.4% | +176.1% |
| 1Y | +172.1% | +29.7% | +142.5% | +147.6% |
| 3Y | +431.2% | +147.6% | +283.6% | +260.3% |
| 5Y | +633.1% | +160.1% | +473.0% | +382.2% |
| All | +2,896.1% | +259.9% | +2,636.2% | +1,606.8% |
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