+232.4%
PM vs ALL
+370.9%
-138.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.7% | -0.2% |
| 7D | -5.2% | -1.9% | -3.3% | -4.6% |
| 30D | +2.7% | +13.8% | -11.1% | -1.9% |
| 3M | +6.1% | -7.0% | +13.1% | +8.6% |
| 6M | +18.0% | +18.0% | 0.0% | +10.7% |
| YTD | +26.6% | +24.2% | +2.4% | +16.1% |
| 1Y | +36.7% | +31.2% | +5.5% | +23.0% |
| 3Y | +146.0% | +107.5% | +38.5% | +82.7% |
| 5Y | +164.1% | +144.8% | +19.3% | +76.7% |
| All | +232.4% | +370.9% | -138.5% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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