+763.1%
PM vs HIG
+218.1%
+545.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.8% |
| 7D | -4.9% | +0.3% | -5.2% | -4.9% |
| 30D | -3.4% | -3.2% | -0.2% | -3.0% |
| 3M | +5.2% | +9.1% | -4.0% | +4.1% |
| 6M | +3.7% | -1.8% | +5.5% | +3.9% |
| YTD | +15.8% | +1.8% | +14.0% | +15.5% |
| 1Y | +17.4% | +4.6% | +12.8% | +16.7% |
| 3Y | +116.9% | +101.6% | +15.3% | +99.9% |
| 5Y | +117.3% | +124.5% | -7.2% | +97.4% |
| 10Y | +193.8% | +317.8% | -124.1% | +146.8% |
| All | +763.1% | +218.1% | +545.0% | +594.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling