+763.1%
PM vs D
+271.0%
+492.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.8% |
| 7D | -4.9% | +1.5% | -6.3% | -5.5% |
| 30D | -3.4% | -2.6% | -0.8% | -2.2% |
| 3M | +5.2% | 0.0% | +5.2% | +5.2% |
| 6M | +3.7% | +7.4% | -3.6% | 0.0% |
| YTD | +15.8% | +15.9% | -0.1% | +7.5% |
| 1Y | +17.4% | +18.1% | -0.8% | +7.8% |
| 3Y | +116.9% | +58.4% | +58.5% | +69.2% |
| 5Y | +117.3% | +5.2% | +112.1% | +104.3% |
| 10Y | +193.8% | +35.9% | +157.9% | +128.4% |
| All | +763.1% | +271.0% | +492.2% | +267.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling