+206.8%
PM vs COMP
-52.8%
+259.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.7% | -6.2% | +1.4% |
| 7D | +4.3% | +9.5% | -5.2% | +4.0% |
| 30D | +11.5% | +8.1% | +3.4% | +11.2% |
| 3M | +13.0% | -16.3% | +29.4% | +13.5% |
| 6M | +25.9% | +42.2% | -16.3% | +24.4% |
| YTD | +34.0% | -5.0% | +39.0% | +33.5% |
| 1Y | +46.9% | +20.1% | +26.8% | +45.3% |
| 3Y | +158.9% | +358.4% | -199.6% | +142.0% |
| 5Y | +181.3% | -21.9% | +203.2% | +157.1% |
| All | +206.8% | -52.8% | +259.5% | +181.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling