+826.4%
PM vs IT
+894.3%
-67.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.8% |
| 7D | -6.6% | -7.5% | +0.9% | -5.2% |
| 30D | -3.4% | -1.2% | -2.3% | -3.6% |
| 3M | +5.3% | -2.2% | +7.5% | +4.9% |
| 6M | +15.5% | +19.1% | -3.6% | +9.0% |
| YTD | +24.3% | -25.1% | +49.4% | +27.8% |
| 1Y | +29.7% | -17.4% | +47.1% | +30.5% |
| 3Y | +144.9% | -54.1% | +199.0% | +172.5% |
| 5Y | +159.0% | -42.7% | +201.7% | +166.5% |
| 10Y | +250.9% | +88.1% | +162.8% | +150.4% |
| All | +826.4% | +894.3% | -67.9% | +319.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling