+260.9%
PM vs D
+47.5%
+213.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.3% |
| 7D | -7.1% | -2.4% | -4.6% | -6.2% |
| 30D | -2.8% | +9.0% | -11.8% | -6.1% |
| 3M | +6.3% | +1.0% | +5.4% | +5.8% |
| 6M | +9.6% | +11.0% | -1.3% | +5.0% |
| YTD | +25.6% | +19.8% | +5.8% | +16.5% |
| 1Y | +29.7% | +16.0% | +13.7% | +21.6% |
| 3Y | +147.6% | +74.4% | +73.2% | +94.6% |
| 5Y | +160.1% | +13.5% | +146.6% | +141.5% |
| 10Y | +260.9% | +48.4% | +212.5% | +191.2% |
| All | +260.9% | +47.5% | +213.4% | +191.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling