+852.8%
PM vs D
+292.4%
+560.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.5% | -4.6% |
| 7D | -3.4% | +6.9% | -10.3% | -6.4% |
| 30D | +5.8% | +12.3% | -6.5% | +0.2% |
| 3M | +6.7% | +3.0% | +3.6% | +5.0% |
| 6M | +19.9% | +12.8% | +7.1% | +12.9% |
| YTD | +27.8% | +22.6% | +5.2% | +15.5% |
| 1Y | +39.4% | +21.7% | +17.7% | +26.2% |
| 3Y | +146.9% | +83.9% | +63.0% | +79.7% |
| 5Y | +166.6% | +14.0% | +152.7% | +141.3% |
| 10Y | +242.1% | +45.6% | +196.5% | +156.9% |
| All | +852.8% | +292.4% | +560.5% | +294.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling