+117.4%
PM vs EXC
+47.1%
+70.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.5% |
| 7D | -4.9% | +0.3% | -5.2% | -5.0% |
| 30D | -3.4% | -3.7% | +0.3% | -2.0% |
| 3M | +5.2% | -1.3% | +6.5% | +5.8% |
| 6M | +3.7% | -9.7% | +13.4% | +7.6% |
| YTD | +15.8% | +2.9% | +12.9% | +14.4% |
| 1Y | +17.4% | +4.4% | +13.0% | +15.2% |
| 3Y | +116.9% | +22.2% | +94.7% | +100.1% |
| All | +117.4% | +47.1% | +70.3% | +84.9% |
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 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