+234.7%
PM vs B
+183.2%
+51.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.2% | -6.6% | -2.8% |
| 7D | -7.3% | +11.3% | -18.6% | -8.2% |
| 30D | -4.0% | +2.9% | -7.0% | -4.4% |
| 3M | +2.7% | -2.9% | +5.6% | +2.8% |
| 6M | +14.9% | -1.2% | +16.1% | +14.4% |
| YTD | +23.5% | -1.3% | +24.9% | +22.5% |
| 1Y | +30.4% | +30.4% | -0.1% | +25.5% |
| 3Y | +143.2% | +195.3% | -52.1% | +112.8% |
| 5Y | +159.5% | +146.2% | +13.3% | +128.4% |
| 10Y | +234.7% | +200.5% | +34.2% | +185.8% |
| All | +234.7% | +183.2% | +51.4% | +185.8% |
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