+189.8%
PM vs COMP
-52.0%
+241.7%
-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 | +6.1% | -18.8% | +25.0% | +6.6% |
| 6M | +18.0% | +10.5% | +7.5% | +17.5% |
| YTD | +26.6% | -3.4% | +30.0% | +26.1% |
| 1Y | +36.7% | +19.7% | +17.0% | +35.2% |
| 3Y | +146.0% | +381.6% | -235.6% | +129.7% |
| 5Y | +164.1% | -17.6% | +181.7% | +141.5% |
| All | +189.8% | -52.0% | +241.7% | +165.4% |
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