+234.7%
PM vs M
+3.7%
+230.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +8.1% | -10.5% | -3.0% |
| 7D | -7.3% | +2.5% | -9.8% | -7.5% |
| 30D | -4.0% | +10.1% | -14.1% | -4.8% |
| 3M | +2.7% | -0.9% | +3.7% | +2.7% |
| 6M | +14.9% | +30.2% | -15.3% | +12.1% |
| YTD | +23.5% | +16.3% | +7.2% | +21.4% |
| 1Y | +30.4% | +27.0% | +3.4% | +27.1% |
| 3Y | +143.2% | +154.5% | -11.3% | +116.7% |
| 5Y | +159.5% | -1.1% | +160.5% | +146.8% |
| 10Y | +234.7% | +0.5% | +234.2% | +153.7% |
| All | +234.7% | +3.7% | +230.9% | +153.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling