+551.0%
DELL vs PM
+159.5%
+391.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.4% |
| 7D | -18.1% | -6.6% | -11.5% | -18.3% |
| 30D | -42.9% | -3.4% | -39.4% | -42.8% |
| 3M | -26.9% | +5.3% | -32.2% | -26.6% |
| 6M | +28.8% | +15.5% | +13.2% | +28.4% |
| YTD | +168.4% | +24.3% | +144.2% | +165.1% |
| 1Y | +136.8% | +29.7% | +107.1% | +132.7% |
| 3Y | +375.3% | +144.9% | +230.4% | +274.9% |
| 5Y | +551.0% | +159.0% | +392.0% | +409.7% |
| All | +551.0% | +159.5% | +391.5% | +409.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling