+16.4%
PM vs DOW
+28.9%
-12.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -1.2% | -6.0% | +4.8% | -1.0% |
| 30D | -0.2% | -2.7% | +2.6% | -0.1% |
| 3M | +4.9% | -10.5% | +15.4% | +5.4% |
| 6M | +9.0% | -12.4% | +21.5% | +9.4% |
| YTD | +17.8% | +30.0% | -12.2% | +16.8% |
| All | +16.4% | +28.9% | -12.5% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling