+763.1%
PM vs ALL
+807.6%
-44.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.5% |
| 6M | +3.7% | +22.3% | -18.6% | -2.6% |
| YTD | +15.8% | +26.5% | -10.8% | +7.3% |
| 1Y | +17.4% | +27.0% | -9.6% | +8.5% |
| 3Y | +116.9% | +149.6% | -32.7% | +61.5% |
| 5Y | +117.3% | +118.1% | -0.8% | +65.1% |
| 10Y | +193.8% | +369.0% | -175.2% | +76.1% |
| All | +763.1% | +807.6% | -44.4% | +326.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling