+234.7%
PM vs ALL
+367.3%
-132.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | -7.3% | -3.9% | -3.4% | -6.0% |
| 30D | -4.0% | +10.6% | -14.6% | -7.4% |
| 3M | +2.7% | -4.6% | +7.3% | +4.2% |
| 6M | +14.9% | +20.2% | -5.3% | +7.0% |
| YTD | +23.5% | +23.7% | -0.2% | +13.5% |
| 1Y | +30.4% | +27.9% | +2.5% | +18.3% |
| 3Y | +143.2% | +109.2% | +34.1% | +80.0% |
| 5Y | +159.5% | +148.0% | +11.5% | +72.3% |
| 10Y | +234.7% | +363.8% | -129.1% | +95.6% |
| All | +234.7% | +367.3% | -132.7% | +95.6% |
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