+821.1%
PM vs EXPE
+872.5%
-51.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -7.3% | -13.3% | +6.0% | -5.7% |
| 30D | -4.0% | -5.5% | +1.5% | -3.5% |
| 3M | +2.7% | -16.5% | +19.2% | +4.8% |
| 6M | +14.9% | +13.1% | +1.8% | +12.3% |
| YTD | +23.5% | -8.0% | +31.5% | +22.9% |
| 1Y | +30.4% | +1.1% | +29.3% | +27.9% |
| 3Y | +143.2% | +131.2% | +12.1% | +105.9% |
| 5Y | +159.5% | +39.8% | +119.7% | +129.7% |
| 10Y | +234.7% | +118.5% | +116.2% | +157.6% |
| All | +821.1% | +872.5% | -51.5% | +391.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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