+260.9%
PM vs HIG
+268.2%
-7.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -7.1% | -0.7% | -6.4% | -6.9% |
| 30D | -2.8% | +5.4% | -8.2% | -4.4% |
| 3M | +6.3% | -0.9% | +7.3% | +6.6% |
| 6M | +9.6% | +4.8% | +4.9% | +7.9% |
| YTD | +25.6% | +0.9% | +24.7% | +24.9% |
| 1Y | +29.7% | +6.5% | +23.2% | +26.8% |
| 3Y | +147.6% | +95.7% | +51.8% | +97.9% |
| 5Y | +160.1% | +107.1% | +53.0% | +102.0% |
| 10Y | +260.9% | +262.6% | -1.7% | +153.0% |
| All | +260.9% | +268.2% | -7.3% | +153.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling