+232.4%
PM vs EXC
+175.8%
+56.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -0.9% |
| 7D | -5.2% | -1.2% | -4.1% | -4.8% |
| 30D | +2.7% | +10.0% | -7.3% | -1.5% |
| 3M | +6.1% | +1.6% | +4.5% | +5.3% |
| 6M | +18.0% | +3.3% | +14.7% | +16.3% |
| YTD | +26.6% | +7.6% | +19.0% | +22.1% |
| 1Y | +36.7% | +3.5% | +33.2% | +34.0% |
| 3Y | +146.0% | +27.7% | +118.3% | +117.8% |
| 5Y | +164.1% | +41.1% | +123.0% | +119.0% |
| All | +232.4% | +175.8% | +56.6% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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