+763.1%
PM vs GEN
+412.4%
+350.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.6% |
| 7D | -4.9% | -1.2% | -3.7% | -4.7% |
| 30D | -3.4% | +10.1% | -13.5% | -5.1% |
| 3M | +5.2% | +16.1% | -10.9% | +2.2% |
| 6M | +3.7% | +38.9% | -35.1% | -2.9% |
| YTD | +15.8% | +14.4% | +1.3% | +12.0% |
| 1Y | +17.4% | +5.9% | +11.5% | +15.1% |
| 3Y | +116.9% | +58.8% | +58.1% | +94.5% |
| 5Y | +117.3% | +24.7% | +92.7% | +100.3% |
| 10Y | +193.8% | +163.1% | +30.7% | +120.1% |
| All | +763.1% | +412.4% | +350.7% | +415.3% |
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