+198.6%
PM vs A
+237.5%
-38.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.7% |
| 7D | -1.3% | -2.1% | +0.8% | -0.9% |
| 30D | -2.6% | +0.6% | -3.2% | -2.8% |
| 3M | +5.8% | +10.9% | -5.1% | +3.2% |
| 6M | +10.6% | +28.2% | -17.6% | +3.7% |
| YTD | +17.2% | +8.6% | +8.6% | +14.1% |
| 1Y | +17.6% | +15.5% | +2.1% | +12.4% |
| 3Y | +124.3% | +31.8% | +92.4% | +99.9% |
| 5Y | +125.1% | -14.9% | +139.9% | +127.7% |
| 10Y | +198.6% | +237.8% | -39.2% | +87.7% |
| All | +198.6% | +237.5% | -38.8% | +87.7% |
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