+826.4%
PM vs ALL
+813.0%
+13.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | -0.3% |
| 7D | -6.6% | -0.1% | -6.5% | -6.6% |
| 30D | -3.4% | +13.8% | -17.3% | -7.2% |
| 3M | +5.3% | -2.8% | +8.1% | +6.0% |
| 6M | +15.5% | +23.7% | -8.1% | +8.0% |
| YTD | +24.3% | +27.3% | -3.0% | +14.8% |
| 1Y | +29.7% | +30.5% | -0.8% | +18.9% |
| 3Y | +144.9% | +113.0% | +31.9% | +91.2% |
| 5Y | +159.0% | +157.6% | +1.5% | +86.7% |
| 10Y | +250.9% | +368.4% | -117.4% | +110.1% |
| All | +826.4% | +813.0% | +13.5% | +356.3% |
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