+202.5%
PM vs EXE
+165.2%
+37.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.3% | +1.1% |
| 7D | +0.5% | +5.3% | -4.8% | +0.1% |
| 30D | -3.2% | -2.2% | -1.0% | -3.1% |
| 3M | +6.2% | -5.9% | +12.1% | +6.7% |
| 6M | +7.7% | -5.7% | +13.4% | +8.1% |
| YTD | +27.3% | -17.8% | +45.1% | +28.9% |
| 1Y | +32.8% | -23.1% | +55.9% | +35.2% |
| 3Y | +150.0% | +21.2% | +128.8% | +143.5% |
| 5Y | +164.2% | +78.8% | +85.4% | +151.1% |
| All | +202.5% | +165.2% | +37.4% | +180.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling