+694.6%
DELL vs PM
+124.9%
+569.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +2.2% |
| 7D | +25.6% | -1.3% | +26.9% | +25.1% |
| 30D | +17.7% | -2.6% | +20.2% | +16.9% |
| 3M | +33.4% | +5.8% | +27.6% | +36.0% |
| 6M | +266.2% | +10.6% | +255.6% | +276.8% |
| YTD | +328.0% | +17.2% | +310.8% | +345.6% |
| 1Y | +339.6% | +17.6% | +321.9% | +359.9% |
| 3Y | +694.6% | +124.3% | +570.3% | +902.6% |
| All | +694.6% | +124.9% | +569.7% | +902.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling