+117.4%
PM vs ALL
+118.4%
-1.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.6% |
| 7D | -4.9% | 0.0% | -4.9% | -4.9% |
| 30D | -3.4% | -1.5% | -1.9% | -3.1% |
| 3M | +5.2% | +23.6% | -18.5% | -0.2% |
| 6M | +3.7% | +22.3% | -18.6% | -1.4% |
| YTD | +15.8% | +26.5% | -10.8% | +9.1% |
| 1Y | +17.4% | +27.0% | -9.6% | +10.3% |
| 3Y | +116.9% | +149.6% | -32.7% | +74.4% |
| All | +117.4% | +118.4% | -1.0% | +80.1% |
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