+46.9%
PM vs EXE
-18.4%
+65.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +1.6% |
| 7D | +4.3% | -4.7% | +8.9% | +4.4% |
| 30D | +11.5% | +1.0% | +10.5% | +11.4% |
| 3M | +13.0% | -5.6% | +18.7% | +13.2% |
| 6M | +25.9% | -12.3% | +38.2% | +26.2% |
| YTD | +34.0% | -19.5% | +53.5% | +35.3% |
| 1Y | +46.9% | -18.9% | +65.8% | +47.9% |
| All | +46.9% | -18.4% | +65.3% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1y: compounded portfolio wealth divided by compounded EXE 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…
1y analysis · Full analysis span regression · 6 months rolling