+852.8%
PM vs ALL
+832.6%
+20.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.8% | -4.4% |
| 7D | -3.4% | +4.2% | -7.6% | -4.5% |
| 30D | +5.8% | +18.9% | -13.1% | +0.5% |
| 3M | +6.7% | +1.2% | +5.4% | +6.0% |
| 6M | +19.9% | +23.2% | -3.3% | +12.2% |
| YTD | +27.8% | +30.0% | -2.2% | +17.4% |
| 1Y | +39.4% | +39.6% | -0.2% | +25.3% |
| 3Y | +146.9% | +115.2% | +31.6% | +92.2% |
| 5Y | +166.6% | +156.2% | +10.4% | +92.6% |
| 10Y | +242.1% | +398.0% | -155.9% | +101.3% |
| All | +852.8% | +832.6% | +20.3% | +366.5% |
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