+852.8%
PM vs B
+5.4%
+847.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.5% | -5.2% | -4.7% |
| 7D | -3.4% | +4.3% | -7.7% | -3.7% |
| 30D | +5.8% | -0.9% | +6.8% | +5.8% |
| 3M | +6.7% | -1.4% | +8.0% | +6.5% |
| 6M | +19.9% | +5.0% | +14.9% | +18.9% |
| YTD | +27.8% | -5.8% | +33.6% | +27.4% |
| 1Y | +39.4% | +25.6% | +13.8% | +35.9% |
| 3Y | +146.9% | +161.6% | -14.7% | +126.2% |
| 5Y | +166.6% | +135.2% | +31.4% | +144.4% |
| 10Y | +242.1% | +170.7% | +71.3% | +205.3% |
| All | +852.8% | +5.4% | +847.4% | +711.4% |
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