+162.6%
PM vs ALL
+161.6%
+1.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | +0.5% | +5.0% | -4.5% | -0.7% |
| 30D | -3.2% | +13.3% | -16.5% | -6.1% |
| 3M | +6.2% | +3.2% | +3.0% | +5.3% |
| 6M | +7.7% | +25.3% | -17.7% | +1.8% |
| YTD | +27.3% | +30.5% | -3.2% | +19.0% |
| 1Y | +32.8% | +29.2% | +3.6% | +24.4% |
| 3Y | +150.0% | +119.1% | +30.9% | +107.5% |
| All | +162.6% | +161.6% | +1.0% | +105.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling