+114.9%
PM vs BOXX
+18.4%
+96.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -1.2% | +0.1% | -1.2% | -1.2% |
| 30D | -0.2% | +0.3% | -0.5% | -0.1% |
| 3M | +4.9% | +1.0% | +3.9% | +5.3% |
| 6M | +9.0% | +1.9% | +7.1% | +10.7% |
| YTD | +17.8% | +2.6% | +15.1% | +20.5% |
| 1Y | +16.8% | +4.0% | +12.8% | +20.7% |
| 3Y | +125.4% | +14.6% | +110.8% | +181.1% |
| All | +114.9% | +18.4% | +96.4% | +196.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling