+162.6%
PM vs GEN
+33.3%
+129.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +0.9% |
| 7D | +0.5% | +2.0% | -1.5% | +0.3% |
| 30D | -3.2% | +27.7% | -31.0% | -5.9% |
| 3M | +6.2% | +3.3% | +3.0% | +5.6% |
| 6M | +7.7% | +31.8% | -24.1% | +3.7% |
| YTD | +27.3% | +13.5% | +13.8% | +24.8% |
| 1Y | +32.8% | +16.0% | +16.7% | +29.8% |
| 3Y | +150.0% | +70.6% | +79.4% | +128.5% |
| All | +162.6% | +33.3% | +129.3% | +141.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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