+122.5%
PM vs EXEL
+164.9%
-42.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -4.9% | +8.4% | -13.3% | -5.3% |
| 30D | -3.4% | +4.1% | -7.5% | -3.7% |
| 3M | +5.2% | +12.4% | -7.2% | +4.4% |
| 6M | +3.7% | +41.5% | -37.8% | +1.5% |
| YTD | +15.8% | +34.6% | -18.9% | +13.5% |
| 1Y | +17.4% | +57.9% | -40.5% | +14.0% |
| All | +122.5% | +164.9% | -42.3% | +99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling