+763.1%
PM vs EXC
+61.6%
+701.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.8% |
| 3M | +5.2% | -1.3% | +6.5% | +5.8% |
| 6M | +3.7% | -9.7% | +13.4% | +8.1% |
| YTD | +15.8% | +2.9% | +12.9% | +14.1% |
| 1Y | +17.4% | +4.4% | +13.0% | +14.8% |
| 3Y | +116.9% | +22.2% | +94.7% | +96.7% |
| 5Y | +117.3% | +46.7% | +70.6% | +79.7% |
| 10Y | +193.8% | +155.3% | +38.4% | +87.0% |
| All | +763.1% | +61.6% | +701.5% | +489.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling