+198.6%
PM vs EXEL
+380.2%
-181.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.4% |
| 7D | -1.3% | +1.4% | -2.7% | -1.4% |
| 30D | -2.6% | +6.7% | -9.2% | -3.1% |
| 3M | +5.8% | +11.5% | -5.7% | +4.8% |
| 6M | +10.6% | +38.8% | -28.2% | +7.5% |
| YTD | +17.2% | +31.6% | -14.4% | +14.3% |
| 1Y | +17.6% | +53.0% | -35.4% | +13.1% |
| 3Y | +124.3% | +160.8% | -36.6% | +103.6% |
| 5Y | +125.1% | +190.1% | -65.0% | +100.7% |
| 10Y | +198.6% | +367.0% | -168.3% | +170.3% |
| All | +198.6% | +380.2% | -181.6% | +170.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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