+146.0%
PM vs BEN
+63.5%
+82.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.7% | -6.5% | -1.9% |
| 7D | -5.2% | +6.6% | -11.8% | -5.3% |
| 30D | +2.7% | +3.8% | -1.2% | +2.7% |
| 3M | +6.1% | +0.2% | +5.9% | +6.2% |
| 6M | +18.0% | +10.4% | +7.6% | +17.6% |
| YTD | +26.6% | +46.2% | -19.6% | +24.6% |
| 1Y | +36.7% | +52.3% | -15.6% | +34.3% |
| 3Y | +146.0% | +65.9% | +80.1% | +141.5% |
| All | +146.0% | +63.5% | +82.5% | +141.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling