+763.1%
PM vs BEN
+144.2%
+618.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.5% | -2.9% |
| 7D | -4.9% | +0.2% | -5.1% | -5.0% |
| 30D | -3.4% | -0.5% | -2.8% | -3.3% |
| 3M | +5.2% | +9.7% | -4.5% | +2.2% |
| 6M | +3.7% | +33.9% | -30.2% | -4.8% |
| YTD | +15.8% | +49.0% | -33.2% | +3.1% |
| 1Y | +17.4% | +42.1% | -24.7% | +5.5% |
| 3Y | +116.9% | +51.9% | +65.1% | +86.2% |
| 5Y | +117.3% | +39.0% | +78.3% | +86.1% |
| 10Y | +193.8% | +57.9% | +135.9% | +125.6% |
| All | +763.1% | +144.2% | +618.9% | +445.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling