+250.9%
PM vs B
+184.6%
+66.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.1% | +6.7% | +1.1% |
| 7D | -6.6% | +7.1% | -13.7% | -7.2% |
| 30D | -3.4% | -3.3% | -0.1% | -3.3% |
| 3M | +5.3% | -2.5% | +7.9% | +5.3% |
| 6M | +15.5% | -7.2% | +22.8% | +15.6% |
| YTD | +24.3% | -7.4% | +31.6% | +23.9% |
| 1Y | +29.7% | +16.4% | +13.3% | +26.3% |
| 3Y | +144.9% | +178.7% | -33.8% | +116.0% |
| 5Y | +159.0% | +121.7% | +37.3% | +130.7% |
| 10Y | +250.9% | +208.6% | +42.3% | +197.3% |
| All | +250.9% | +184.6% | +66.3% | +197.3% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 10y: compounded portfolio wealth divided by compounded B 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…
10y analysis · Full analysis span regression · 6 months rolling