+843.8%
PM vs BEN
+139.6%
+704.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.7% | -6.5% | -3.0% |
| 7D | -5.2% | +6.6% | -11.8% | -6.8% |
| 30D | +2.7% | +3.8% | -1.2% | +1.5% |
| 3M | +6.1% | +0.2% | +5.9% | +5.8% |
| 6M | +18.0% | +10.4% | +7.6% | +14.1% |
| YTD | +26.6% | +46.2% | -19.6% | +13.0% |
| 1Y | +36.7% | +52.3% | -15.6% | +20.6% |
| 3Y | +146.0% | +65.9% | +80.1% | +105.4% |
| 5Y | +164.1% | +20.6% | +143.5% | +136.4% |
| 10Y | +238.8% | +64.8% | +174.0% | +156.6% |
| All | +843.8% | +139.6% | +704.2% | +498.4% |
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