+250.9%
PM vs A
+312.5%
-61.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.8% |
| 7D | -6.6% | +1.4% | -8.0% | -6.9% |
| 30D | -3.4% | +4.3% | -7.8% | -4.3% |
| 3M | +5.3% | +19.8% | -14.5% | +1.3% |
| 6M | +15.5% | +54.4% | -38.8% | +4.6% |
| YTD | +24.3% | +31.7% | -7.5% | +16.2% |
| 1Y | +29.7% | +22.4% | +7.2% | +23.3% |
| 3Y | +144.9% | +67.7% | +77.2% | +106.8% |
| 5Y | +159.0% | +15.7% | +143.3% | +141.2% |
| 10Y | +250.9% | +308.7% | -57.8% | +117.4% |
| All | +250.9% | +312.5% | -61.5% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling