+162.6%
PM vs EXC
+41.3%
+121.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.6% |
| 7D | +0.5% | +1.4% | -0.8% | 0.0% |
| 30D | -3.2% | +8.6% | -11.8% | -6.2% |
| 3M | +6.2% | +2.4% | +3.8% | +5.2% |
| 6M | +7.7% | +6.5% | +1.2% | +5.2% |
| YTD | +27.3% | +9.0% | +18.2% | +23.0% |
| 1Y | +32.8% | +4.6% | +28.2% | +30.1% |
| 3Y | +150.0% | +33.5% | +116.5% | +123.3% |
| All | +162.6% | +41.3% | +121.3% | +132.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling