+143.9%
PM vs ALL
+105.5%
+38.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.7% | -0.6% |
| 7D | -5.2% | -1.9% | -3.3% | -4.7% |
| 30D | +2.7% | +13.8% | -11.1% | -0.6% |
| 3M | +5.2% | -7.0% | +12.2% | +7.0% |
| 6M | +17.0% | +18.0% | -1.0% | +11.9% |
| YTD | +25.5% | +24.2% | +1.3% | +18.4% |
| 1Y | +35.5% | +31.2% | +4.3% | +26.3% |
| 3Y | +143.9% | +107.5% | +36.4% | +118.6% |
| All | +143.9% | +105.5% | +38.4% | +118.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling