+763.1%
PM vs IT
+881.2%
-118.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.6% | +2.7% | -1.0% |
| 7D | -4.9% | -6.0% | +1.2% | -3.8% |
| 30D | -3.4% | 0.0% | -3.4% | -3.6% |
| 3M | +5.2% | +13.1% | -7.9% | +1.5% |
| 6M | +3.7% | +11.7% | -8.0% | -0.5% |
| YTD | +15.8% | -26.1% | +41.9% | +20.2% |
| 1Y | +17.4% | -21.3% | +38.6% | +19.4% |
| 3Y | +116.9% | -46.7% | +163.7% | +133.2% |
| 5Y | +117.3% | -40.5% | +157.8% | +122.4% |
| 10Y | +193.8% | +103.9% | +89.9% | +106.4% |
| All | +763.1% | +881.2% | -118.0% | +294.6% |
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 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