+46.9%
PM vs M
+36.6%
+10.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.6% | -6.1% | +1.7% |
| 7D | +4.3% | +8.3% | -4.0% | +4.4% |
| 30D | +11.5% | +14.2% | -2.7% | +11.8% |
| 3M | +13.0% | -1.1% | +14.1% | +13.0% |
| 6M | +25.9% | +36.6% | -10.7% | +27.3% |
| YTD | +34.0% | +19.8% | +14.2% | +35.8% |
| 1Y | +46.9% | +37.2% | +9.7% | +42.8% |
| All | +46.9% | +36.6% | +10.3% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling