+121.0%
PM vs BOXX
+18.5%
+102.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | +4.7% | +0.1% | +4.6% | +4.7% |
| 30D | +2.6% | +0.3% | +2.3% | +2.7% |
| 3M | +6.6% | +1.0% | +5.5% | +7.0% |
| 6M | +16.5% | +1.9% | +14.6% | +18.2% |
| YTD | +21.2% | +2.7% | +18.5% | +24.0% |
| 1Y | +17.9% | +4.0% | +13.9% | +21.8% |
| 3Y | +129.8% | +14.7% | +115.2% | +186.4% |
| All | +121.0% | +18.5% | +102.6% | +205.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 5y: compounded portfolio wealth divided by compounded BOXX 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…
5y analysis · Full analysis span regression · 6 months rolling