+159.5%
PM vs IT
-42.9%
+202.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.4% |
| 7D | -7.3% | -18.8% | +11.5% | -6.1% |
| 30D | -4.0% | -0.1% | -3.9% | -4.1% |
| 3M | +2.7% | +2.9% | -0.2% | +2.3% |
| 6M | +14.9% | +20.4% | -5.5% | +12.6% |
| YTD | +23.5% | -24.3% | +47.8% | +25.3% |
| 1Y | +30.4% | -17.2% | +47.5% | +31.2% |
| 3Y | +143.2% | -52.4% | +195.6% | +154.0% |
| 5Y | +159.5% | -43.7% | +203.2% | +155.9% |
| All | +159.5% | -42.9% | +202.3% | +155.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling