+122.4%
PM vs DOW
-37.4%
+159.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.1% | -1.7% |
| 7D | -4.9% | -2.4% | -2.5% | -4.7% |
| 30D | -3.4% | +0.4% | -3.8% | -3.5% |
| 3M | +5.2% | -14.4% | +19.6% | +6.7% |
| 6M | +3.7% | -7.0% | +10.7% | +3.9% |
| YTD | +15.8% | +30.2% | -14.4% | +11.3% |
| 1Y | +17.4% | +29.2% | -11.8% | +12.6% |
| 3Y | +116.9% | -36.7% | +153.6% | +136.0% |
| All | +122.4% | -37.4% | +159.8% | +137.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling