+221.7%
PM vs DOW
-10.2%
+231.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.4% |
| 7D | -5.2% | -9.5% | +4.3% | -3.3% |
| 30D | +2.7% | +13.1% | -10.4% | +0.1% |
| 3M | +6.1% | +4.8% | +1.3% | +4.8% |
| 6M | +18.0% | -16.7% | +34.7% | +21.8% |
| YTD | +26.6% | +38.9% | -12.3% | +15.7% |
| 1Y | +36.7% | +48.3% | -11.6% | +22.9% |
| 3Y | +146.0% | -24.4% | +170.4% | +153.7% |
| 5Y | +164.1% | -29.2% | +193.3% | +173.2% |
| All | +221.7% | -10.2% | +231.9% | +160.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling