+843.8%
PM vs GEN
+398.0%
+445.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.9% | -1.3% |
| 7D | -5.2% | +2.3% | -7.5% | -5.6% |
| 30D | +2.7% | +33.1% | -30.4% | -2.4% |
| 3M | +6.1% | +6.5% | -0.4% | +4.3% |
| 6M | +18.0% | +53.8% | -35.8% | +8.1% |
| YTD | +26.6% | +11.2% | +15.4% | +22.4% |
| 1Y | +36.7% | +19.4% | +17.3% | +30.5% |
| 3Y | +146.0% | +81.0% | +65.0% | +114.1% |
| 5Y | +164.1% | +33.4% | +130.6% | +138.9% |
| 10Y | +238.8% | +164.3% | +74.5% | +152.0% |
| All | +843.8% | +398.0% | +445.7% | +463.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling