+135.3%
PM vs A
-14.3%
+149.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | +0.5% |
| 7D | +4.7% | -2.6% | +7.3% | +4.9% |
| 30D | +2.6% | -0.9% | +3.5% | +2.6% |
| 3M | +6.6% | +13.6% | -7.1% | +5.4% |
| 6M | +16.5% | +27.8% | -11.3% | +13.8% |
| YTD | +21.2% | +8.6% | +12.5% | +20.3% |
| 1Y | +17.9% | +16.9% | +1.0% | +15.9% |
| 3Y | +129.8% | +32.9% | +96.9% | +117.2% |
| All | +135.3% | -14.3% | +149.6% | +132.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling