+187.3%
PM vs COMP
-52.0%
+239.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.7% | -12.5% | -2.1% |
| 7D | -5.2% | +13.4% | -18.7% | -5.5% |
| 30D | +2.7% | +11.1% | -8.4% | +2.4% |
| 3M | +5.2% | -18.8% | +24.1% | +5.7% |
| 6M | +17.0% | +10.5% | +6.5% | +16.5% |
| YTD | +25.5% | -3.4% | +28.9% | +25.0% |
| 1Y | +35.5% | +19.7% | +15.8% | +34.1% |
| 3Y | +143.9% | +381.6% | -237.7% | +127.7% |
| 5Y | +161.8% | -17.6% | +179.4% | +139.4% |
| All | +187.3% | -52.0% | +239.3% | +163.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling