+32.6%
NET vs PM
+179.2%
-146.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.1% | -2.5% |
| 7D | -16.4% | +4.3% | -20.6% | -16.2% |
| 30D | -25.8% | +11.5% | -37.3% | -25.6% |
| 3M | -11.5% | +13.0% | -24.6% | -11.2% |
| 6M | +18.9% | +25.9% | -7.0% | +19.1% |
| YTD | +35.2% | +34.0% | +1.2% | +35.0% |
| 1Y | +14.5% | +46.9% | -32.4% | +13.6% |
| 3Y | +313.8% | +158.9% | +154.9% | +273.7% |
| 5Y | +32.6% | +181.3% | -148.7% | +24.1% |
| All | +32.6% | +179.2% | -146.7% | +24.1% |
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