+117.4%
PM vs EXEL
+199.5%
-82.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -4.9% | +8.4% | -13.3% | -5.5% |
| 30D | -3.4% | +4.1% | -7.5% | -3.7% |
| 3M | +5.2% | +12.4% | -7.2% | +4.2% |
| 6M | +3.7% | +41.5% | -37.8% | +0.9% |
| YTD | +15.8% | +34.6% | -18.9% | +12.9% |
| 1Y | +17.4% | +57.9% | -40.5% | +12.9% |
| 3Y | +116.9% | +159.5% | -42.6% | +94.8% |
| All | +117.4% | +199.5% | -82.1% | +89.5% |
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