+763.1%
PM vs D
+271.0%
+492.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.5% | -1.3% |
| 7D | -4.9% | +0.4% | -5.3% | -5.1% |
| 30D | -3.4% | -3.6% | +0.2% | -1.8% |
| 3M | +5.2% | -1.0% | +6.2% | +5.7% |
| 6M | +3.7% | +6.3% | -2.6% | +0.4% |
| YTD | +15.8% | +14.7% | +1.1% | +8.0% |
| 1Y | +17.4% | +16.9% | +0.4% | +8.3% |
| 3Y | +116.9% | +56.8% | +60.1% | +70.0% |
| 5Y | +117.3% | +5.2% | +112.1% | +104.2% |
| 10Y | +193.8% | +35.9% | +157.9% | +128.3% |
| All | +763.1% | +271.0% | +492.2% | +267.3% |
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