+223.5%
PM vs DOW
-5.5%
+229.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | +0.5% | +5.2% | -4.7% | -0.5% |
| 30D | -3.2% | +13.2% | -16.4% | -5.7% |
| 3M | +6.2% | +10.1% | -3.9% | +4.0% |
| 6M | +7.7% | -13.1% | +20.7% | +10.2% |
| YTD | +27.3% | +46.1% | -18.9% | +15.2% |
| 1Y | +32.8% | +50.0% | -17.3% | +19.2% |
| 3Y | +150.0% | -20.2% | +170.3% | +155.1% |
| 5Y | +164.2% | -27.7% | +191.9% | +173.1% |
| All | +223.5% | -5.5% | +229.0% | +159.4% |
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