+192.6%
PM vs COMP
-56.6%
+249.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -8.2% | +3.5% | -4.4% |
| 7D | -3.4% | -1.8% | -1.5% | -3.3% |
| 30D | +5.8% | -0.8% | +6.6% | +5.8% |
| 3M | +6.7% | -28.1% | +34.8% | +7.4% |
| 6M | +19.9% | +27.0% | -7.1% | +18.8% |
| YTD | +27.8% | -12.8% | +40.6% | +27.6% |
| 1Y | +39.4% | +4.9% | +34.5% | +38.4% |
| 3Y | +146.9% | +321.0% | -174.1% | +131.3% |
| 5Y | +166.6% | -25.6% | +192.2% | +144.4% |
| All | +192.6% | -56.6% | +249.2% | +168.7% |
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