+826.4%
PM vs EXC
+68.7%
+757.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.7% |
| 7D | -6.6% | +0.1% | -6.7% | -6.7% |
| 30D | -3.4% | +9.0% | -12.5% | -6.9% |
| 3M | +5.3% | +3.3% | +2.0% | +3.8% |
| 6M | +15.5% | +5.7% | +9.9% | +12.9% |
| YTD | +24.3% | +7.3% | +16.9% | +20.2% |
| 1Y | +29.7% | +2.9% | +26.8% | +27.6% |
| 3Y | +144.9% | +29.3% | +115.6% | +117.0% |
| 5Y | +159.0% | +40.1% | +119.0% | +118.5% |
| 10Y | +250.9% | +197.7% | +53.3% | +110.0% |
| All | +826.4% | +68.7% | +757.8% | +521.1% |
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