+234.7%
PM vs EXC
+176.1%
+58.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -7.3% | -1.7% | -5.6% | -6.6% |
| 30D | -4.0% | +9.3% | -13.3% | -7.7% |
| 3M | +2.7% | +1.0% | +1.7% | +2.2% |
| 6M | +14.9% | +5.9% | +8.9% | +12.0% |
| YTD | +23.5% | +7.6% | +15.9% | +19.2% |
| 1Y | +30.4% | +2.4% | +27.9% | +28.4% |
| 3Y | +143.2% | +30.2% | +113.0% | +113.5% |
| 5Y | +159.5% | +41.4% | +118.1% | +115.2% |
| 10Y | +234.7% | +183.8% | +50.9% | +103.4% |
| All | +234.7% | +176.1% | +58.6% | +103.4% |
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