+205.9%
PM vs DOW
-15.2%
+221.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.0% |
| 7D | +1.9% | -2.4% | +4.3% | +2.4% |
| 30D | +1.9% | -4.1% | +6.0% | +2.7% |
| 3M | +4.6% | -12.4% | +17.0% | +7.1% |
| 6M | +11.7% | -10.6% | +22.3% | +13.0% |
| YTD | +20.4% | +31.1% | -10.7% | +11.4% |
| 1Y | +19.0% | +30.5% | -11.6% | +9.4% |
| 3Y | +130.4% | -34.4% | +164.8% | +146.6% |
| 5Y | +131.5% | -35.5% | +167.0% | +144.8% |
| All | +205.9% | -15.2% | +221.2% | +151.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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