+125.1%
PM vs IT
-44.6%
+169.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.4% | +8.6% | +1.7% |
| 7D | -1.3% | -9.1% | +7.8% | -0.7% |
| 30D | -2.6% | -7.0% | +4.5% | -2.2% |
| 3M | +5.8% | +7.6% | -1.8% | +4.7% |
| 6M | +10.6% | +2.1% | +8.4% | +9.6% |
| YTD | +17.2% | -31.6% | +48.7% | +19.9% |
| 1Y | +17.6% | -29.9% | +47.6% | +19.8% |
| 3Y | +124.3% | -51.3% | +175.5% | +131.1% |
| 5Y | +125.1% | -44.8% | +169.9% | +120.5% |
| All | +125.1% | -44.6% | +169.7% | +120.5% |
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