+210.9%
PM vs INFY
+80.1%
+130.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INFY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.4% |
| 7D | +4.7% | -5.4% | +10.1% | +5.6% |
| 30D | +2.6% | -9.9% | +12.5% | +4.4% |
| 3M | +6.6% | -4.6% | +11.1% | +7.1% |
| 6M | +16.5% | -18.5% | +35.0% | +19.7% |
| YTD | +21.2% | -36.5% | +57.7% | +29.9% |
| 1Y | +17.9% | -32.8% | +50.7% | +24.4% |
| 3Y | +129.8% | -32.2% | +162.0% | +137.3% |
| 5Y | +133.0% | -44.7% | +177.7% | +148.4% |
| All | +210.9% | +80.1% | +130.9% | +129.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INFY.
Daily Out/Under-Performance
Portfolio return minus INFY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFY 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 INFY 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