+159.9%
DELL vs PM
+32.3%
+127.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.2% | -8.3% | -6.6% |
| 7D | +4.9% | +0.5% | +4.3% | +5.2% |
| 30D | -32.1% | -3.2% | -28.9% | -32.8% |
| 3M | -30.2% | +6.2% | -36.5% | -27.1% |
| 6M | +41.7% | +7.7% | +34.0% | +52.8% |
| YTD | +176.6% | +27.3% | +149.3% | +203.6% |
| 1Y | +159.9% | +32.8% | +127.2% | +190.5% |
| All | +159.9% | +32.3% | +127.6% | +190.5% |
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