+150.0%
PM vs A
+64.5%
+85.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.6% | +1.2% |
| 7D | +0.5% | -0.5% | +1.0% | +0.5% |
| 30D | -3.2% | 0.0% | -3.2% | -3.2% |
| 3M | +6.2% | +16.7% | -10.5% | +6.7% |
| 6M | +7.7% | +54.8% | -47.2% | +8.6% |
| YTD | +27.3% | +28.8% | -1.5% | +28.6% |
| 1Y | +32.8% | +19.3% | +13.5% | +34.3% |
| 3Y | +150.0% | +65.5% | +84.5% | +146.2% |
| All | +150.0% | +64.5% | +85.5% | +146.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling