+2,954.5%
DELL vs PM
+221.8%
+2,732.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.6% |
| 7D | -18.1% | -6.6% | -11.5% | -16.8% |
| 30D | -42.9% | -3.4% | -39.4% | -42.5% |
| 3M | -26.9% | +5.3% | -32.2% | -28.0% |
| 6M | +28.8% | +15.5% | +13.2% | +22.1% |
| YTD | +168.4% | +24.3% | +144.2% | +147.6% |
| 1Y | +136.8% | +29.7% | +107.1% | +115.1% |
| 3Y | +375.3% | +144.9% | +230.4% | +223.8% |
| 5Y | +551.0% | +159.0% | +392.0% | +329.1% |
| 10Y | +2,566.3% | +250.9% | +2,315.4% | +1,400.3% |
| All | +2,954.5% | +221.8% | +2,732.6% | +1,665.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling