+763.1%
PM vs B
+17.0%
+746.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.3% | -1.8% |
| 7D | -4.9% | -1.6% | -3.3% | -4.8% |
| 30D | -3.4% | +9.4% | -12.8% | -4.1% |
| 3M | +5.2% | +5.0% | +0.2% | +4.6% |
| 6M | +3.7% | -3.5% | +7.3% | +3.6% |
| YTD | +15.8% | +4.5% | +11.3% | +14.7% |
| 1Y | +17.4% | +67.8% | -50.4% | +12.0% |
| 3Y | +116.9% | +196.7% | -79.8% | +97.2% |
| 5Y | +117.3% | +151.9% | -34.6% | +98.4% |
| 10Y | +193.8% | +202.2% | -8.4% | +160.3% |
| All | +763.1% | +17.0% | +746.2% | +630.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling