+180.0%
PM vs EXE
+187.5%
-7.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.7% |
| 7D | -1.2% | -2.7% | +1.5% | -1.0% |
| 30D | -0.2% | -0.4% | +0.2% | -0.1% |
| 3M | +4.9% | +9.5% | -4.6% | +4.1% |
| 6M | +9.0% | -9.3% | +18.4% | +9.8% |
| YTD | +17.8% | -10.9% | +28.7% | +18.6% |
| 1Y | +16.8% | +4.3% | +12.5% | +15.8% |
| 3Y | +125.4% | +18.8% | +106.6% | +120.3% |
| 5Y | +128.7% | +101.4% | +27.3% | +115.5% |
| All | +180.0% | +187.5% | -7.5% | +158.2% |
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