+117.4%
PM vs COMP
-31.2%
+148.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.0% |
| 7D | -4.9% | +1.4% | -6.2% | -4.9% |
| 30D | -3.4% | -13.3% | +9.9% | -3.0% |
| 3M | +5.2% | +41.1% | -35.9% | +4.1% |
| 6M | +3.7% | +17.2% | -13.5% | +2.9% |
| YTD | +15.8% | +5.2% | +10.6% | +15.1% |
| 1Y | +17.4% | +18.9% | -1.6% | +16.1% |
| 3Y | +116.9% | +215.9% | -99.0% | +104.2% |
| All | +117.4% | -31.2% | +148.6% | +92.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling