+797.4%
PM vs LYV
+1,552.9%
-755.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +1.9% | -4.2% | +6.1% | +2.6% |
| 30D | +1.9% | -7.2% | +9.1% | +3.0% |
| 3M | +4.6% | +1.5% | +3.0% | +4.2% |
| 6M | +11.7% | +2.7% | +8.9% | +10.9% |
| YTD | +20.4% | +19.4% | +1.0% | +16.8% |
| 1Y | +19.0% | -0.5% | +19.4% | +18.3% |
| 3Y | +130.4% | +110.1% | +20.2% | +102.7% |
| 5Y | +131.5% | +97.6% | +33.9% | +100.2% |
| 10Y | +218.7% | +560.2% | -341.6% | +119.1% |
| All | +797.4% | +1,552.9% | -755.5% | +416.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling