+821.1%
PM vs BEN
+154.8%
+666.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.3% | -8.8% | -4.0% |
| 7D | -7.3% | +12.2% | -19.5% | -10.1% |
| 30D | -4.0% | +12.1% | -16.1% | -7.0% |
| 3M | +2.7% | +7.3% | -4.6% | +0.5% |
| 6M | +14.9% | +17.9% | -3.0% | +9.1% |
| YTD | +23.5% | +55.4% | -31.9% | +8.5% |
| 1Y | +30.4% | +69.3% | -39.0% | +11.8% |
| 3Y | +143.2% | +82.8% | +60.4% | +97.7% |
| 5Y | +159.5% | +28.8% | +130.7% | +128.1% |
| 10Y | +234.7% | +53.9% | +180.8% | +159.6% |
| All | +821.1% | +154.8% | +666.3% | +474.2% |
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