+843.8%
PM vs A
+859.3%
-15.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.2% |
| 7D | -5.2% | -0.1% | -5.2% | -5.2% |
| 30D | +2.7% | +3.4% | -0.7% | +1.7% |
| 3M | +6.1% | +23.8% | -17.7% | 0.0% |
| 6M | +18.0% | +49.0% | -31.0% | +4.8% |
| YTD | +26.6% | +29.4% | -2.8% | +16.3% |
| 1Y | +36.7% | +19.4% | +17.3% | +28.3% |
| 3Y | +146.0% | +66.2% | +79.8% | +102.6% |
| 5Y | +164.1% | +15.8% | +148.3% | +137.3% |
| 10Y | +238.8% | +326.1% | -87.3% | +94.9% |
| All | +843.8% | +859.3% | -15.6% | +292.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling