+168.1%
PM vs EXEL
+260.1%
-92.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.0% | -1.9% |
| 7D | -5.2% | +0.3% | -5.5% | -5.2% |
| 30D | +2.7% | +19.0% | -16.4% | +1.3% |
| 3M | +6.1% | +33.3% | -27.1% | +3.8% |
| 6M | +18.0% | +42.9% | -24.9% | +14.6% |
| YTD | +26.6% | +58.7% | -32.2% | +21.8% |
| 1Y | +36.7% | +70.5% | -33.8% | +30.7% |
| 3Y | +146.0% | +233.8% | -87.8% | +114.9% |
| All | +168.1% | +260.1% | -92.0% | +129.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling