+250.9%
PM vs BEN
+55.0%
+196.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.3% |
| 7D | -6.6% | +12.1% | -18.8% | -9.1% |
| 30D | -3.4% | +13.4% | -16.9% | -6.3% |
| 3M | +5.3% | +9.4% | -4.0% | +2.9% |
| 6M | +15.5% | +19.3% | -3.7% | +10.2% |
| YTD | +24.3% | +57.3% | -33.0% | +10.3% |
| 1Y | +29.7% | +69.1% | -39.4% | +13.1% |
| 3Y | +144.9% | +85.6% | +59.3% | +101.9% |
| 5Y | +159.0% | +32.9% | +126.1% | +130.2% |
| 10Y | +250.9% | +58.3% | +192.6% | +169.1% |
| All | +250.9% | +55.0% | +196.0% | +169.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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