+836.5%
PM vs EXEL
+1,106.5%
-270.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -7.1% | -2.8% | -4.2% | -6.9% |
| 30D | -2.8% | +18.2% | -21.0% | -4.1% |
| 3M | +6.3% | +37.7% | -31.4% | +3.7% |
| 6M | +9.6% | +42.2% | -32.6% | +6.5% |
| YTD | +25.6% | +61.3% | -35.7% | +20.6% |
| 1Y | +29.7% | +64.5% | -34.8% | +24.3% |
| 3Y | +147.6% | +236.7% | -89.1% | +121.9% |
| 5Y | +160.1% | +296.3% | -136.2% | +128.6% |
| 10Y | +260.9% | +331.1% | -70.2% | +203.2% |
| All | +836.5% | +1,106.5% | -270.0% | +432.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling