+165.8%
PM vs B
+134.6%
+31.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.8% |
| 7D | -5.2% | +9.6% | -14.8% | -6.0% |
| 30D | +2.7% | +3.5% | -0.8% | +2.3% |
| 3M | +5.2% | -1.6% | +6.8% | +5.1% |
| 6M | +17.0% | -1.7% | +18.7% | +16.6% |
| YTD | +25.5% | -5.3% | +30.8% | +24.9% |
| 1Y | +35.5% | +27.2% | +8.3% | +29.9% |
| 3Y | +143.9% | +166.1% | -22.2% | +108.3% |
| All | +165.8% | +134.6% | +31.2% | +124.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling