+821.1%
PM vs HIG
+210.0%
+611.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.1% | -2.5% |
| 7D | -7.3% | -0.5% | -6.8% | -7.2% |
| 30D | -4.0% | +4.5% | -8.5% | -4.5% |
| 3M | +2.7% | -5.5% | +8.2% | +3.4% |
| 6M | +14.9% | +3.1% | +11.8% | +14.4% |
| YTD | +23.5% | -0.8% | +24.3% | +23.6% |
| 1Y | +30.4% | +6.1% | +24.3% | +29.4% |
| 3Y | +143.2% | +94.1% | +49.1% | +125.1% |
| 5Y | +159.5% | +106.4% | +53.0% | +137.8% |
| 10Y | +234.7% | +265.1% | -30.4% | +184.6% |
| All | +821.1% | +210.0% | +611.0% | +642.7% |
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