+19.0%
PM vs HON
-2.5%
+21.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.3% |
| 7D | +1.9% | -2.6% | +4.6% | +2.1% |
| 30D | +1.9% | -11.9% | +13.8% | +2.7% |
| 3M | +4.6% | -6.1% | +10.7% | +4.5% |
| 6M | +11.7% | -19.2% | +30.9% | +13.3% |
| YTD | +20.4% | +0.2% | +20.2% | +20.0% |
| 1Y | +19.0% | -1.5% | +20.4% | +20.1% |
| All | +19.0% | -2.5% | +21.5% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HON.
Daily Out/Under-Performance
Portfolio return minus HON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HON 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 1y: compounded portfolio wealth divided by compounded HON 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…
1y analysis · Full analysis span regression · 6 months rolling