+30.9%
PM vs ALL
+31.1%
-0.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | -0.4% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | -1.3% | +12.8% | -14.1% | -4.6% |
| 3M | +6.5% | +4.7% | +1.9% | +5.0% |
| 6M | +7.0% | +24.9% | -18.0% | -0.2% |
| YTD | +25.8% | +30.0% | -4.2% | +16.7% |
| 1Y | +30.9% | +29.9% | +1.0% | +21.3% |
| All | +30.9% | +31.1% | -0.3% | +21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling