+208.8%
PM vs HIG
+315.0%
-106.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +1.9% | -2.3% | +4.2% | +2.7% |
| 30D | +1.9% | -1.2% | +3.1% | +2.3% |
| 3M | +4.6% | +6.3% | -1.7% | +2.5% |
| 6M | +11.7% | +0.6% | +11.1% | +11.3% |
| YTD | +20.4% | +0.6% | +19.7% | +19.9% |
| 1Y | +19.0% | +6.1% | +12.8% | +16.5% |
| 3Y | +130.4% | +102.0% | +28.4% | +82.8% |
| 5Y | +131.5% | +119.2% | +12.3% | +77.1% |
| All | +208.8% | +315.0% | -106.2% | +106.9% |
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