+260.9%
PM vs IT
+93.0%
+167.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.8% |
| 7D | -7.1% | -6.8% | -0.2% | -6.1% |
| 30D | -2.8% | -0.6% | -2.2% | -3.0% |
| 3M | +6.3% | +3.1% | +3.3% | +5.2% |
| 6M | +9.6% | +25.5% | -15.8% | +4.0% |
| YTD | +25.6% | -23.5% | +49.1% | +28.8% |
| 1Y | +29.7% | -16.6% | +46.3% | +30.8% |
| 3Y | +147.6% | -53.1% | +200.7% | +172.4% |
| 5Y | +160.1% | -41.4% | +201.6% | +165.2% |
| 10Y | +260.9% | +90.9% | +170.0% | +153.6% |
| All | +260.9% | +93.0% | +167.9% | +153.6% |
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