+763.1%
PM vs EXPE
+1,018.4%
-255.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.7% |
| 7D | -4.9% | -9.5% | +4.7% | -3.6% |
| 30D | -3.4% | -6.6% | +3.2% | -2.6% |
| 3M | +5.2% | +31.4% | -26.2% | +1.3% |
| 6M | +3.7% | +35.2% | -31.5% | -1.2% |
| YTD | +15.8% | +5.8% | +10.0% | +13.5% |
| 1Y | +17.4% | +38.7% | -21.3% | +10.3% |
| 3Y | +116.9% | +175.8% | -58.9% | +79.4% |
| 5Y | +117.3% | +111.8% | +5.5% | +80.9% |
| 10Y | +193.8% | +179.7% | +14.0% | +119.4% |
| All | +763.1% | +1,018.4% | -255.3% | +354.1% |
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