+835.7%
PM vs EXC
+69.0%
+766.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.0% |
| 7D | -5.2% | -1.2% | -4.1% | -4.8% |
| 30D | +2.7% | +10.0% | -7.3% | -1.3% |
| 3M | +5.2% | +1.6% | +3.6% | +4.4% |
| 6M | +17.0% | +3.3% | +13.7% | +15.4% |
| YTD | +25.5% | +7.6% | +17.9% | +21.3% |
| 1Y | +35.5% | +3.5% | +32.0% | +33.0% |
| 3Y | +143.9% | +27.7% | +116.3% | +117.3% |
| 5Y | +161.8% | +41.1% | +120.7% | +120.2% |
| 10Y | +235.9% | +178.2% | +57.7% | +106.5% |
| All | +835.7% | +69.0% | +766.7% | +526.8% |
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