+375.3%
DELL vs PM
+144.1%
+231.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.3% |
| 7D | -18.1% | -6.6% | -11.5% | -19.9% |
| 30D | -42.9% | -3.4% | -39.4% | -43.2% |
| 3M | -26.9% | +5.3% | -32.2% | -25.1% |
| 6M | +28.8% | +15.5% | +13.2% | +35.7% |
| YTD | +168.4% | +24.3% | +144.2% | +187.2% |
| 1Y | +136.8% | +29.7% | +107.1% | +156.1% |
| 3Y | +375.3% | +144.9% | +230.4% | +542.7% |
| All | +375.3% | +144.1% | +231.2% | +542.7% |
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