+30.7%
PM vs ALL
+28.9%
+1.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -7.1% | -2.6% | -4.5% | -6.4% |
| 30D | -2.8% | +12.7% | -15.5% | -6.0% |
| 3M | +6.3% | +0.4% | +5.9% | +6.1% |
| 6M | +9.6% | +23.8% | -14.1% | +2.6% |
| YTD | +25.6% | +27.8% | -2.2% | +17.2% |
| All | +30.7% | +28.9% | +1.8% | +21.7% |
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