+211.8%
PM vs IT
+88.4%
+123.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.8% |
| 7D | -1.2% | -9.1% | +7.9% | +0.2% |
| 30D | -0.2% | -12.2% | +12.0% | +1.6% |
| 3M | +4.9% | +7.8% | -2.9% | +2.7% |
| 6M | +9.0% | +2.0% | +7.1% | +7.0% |
| YTD | +17.8% | -32.7% | +50.5% | +23.8% |
| 1Y | +16.8% | -31.1% | +47.9% | +21.6% |
| 3Y | +125.4% | -52.1% | +177.5% | +143.9% |
| 5Y | +128.7% | -46.3% | +175.0% | +135.6% |
| 10Y | +211.8% | +91.4% | +120.5% | +122.4% |
| All | +211.8% | +88.4% | +123.4% | +122.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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