+210.9%
PM vs LYV
+564.6%
-353.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | +4.7% | -1.9% | +6.6% | +5.0% |
| 30D | +2.6% | -8.2% | +10.8% | +4.0% |
| 3M | +6.6% | -1.3% | +7.8% | +6.7% |
| 6M | +16.5% | +2.6% | +13.9% | +15.7% |
| YTD | +21.2% | +19.4% | +1.8% | +17.3% |
| 1Y | +17.9% | -2.2% | +20.2% | +17.5% |
| 3Y | +129.8% | +106.0% | +23.8% | +100.5% |
| 5Y | +133.0% | +97.7% | +35.4% | +97.6% |
| All | +210.9% | +564.6% | -353.7% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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