+192.8%
PM vs M
-1.9%
+194.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.5% | -2.1% |
| 7D | -4.9% | +4.7% | -9.6% | -5.2% |
| 30D | -3.4% | -9.6% | +6.3% | -2.7% |
| 3M | +5.2% | +0.9% | +4.3% | +4.9% |
| 6M | +3.7% | +22.3% | -18.6% | +1.7% |
| YTD | +15.8% | +6.5% | +9.2% | +14.6% |
| 1Y | +17.4% | +38.8% | -21.4% | +13.5% |
| 3Y | +116.9% | +115.9% | +1.0% | +96.0% |
| 5Y | +117.3% | +28.6% | +88.7% | +99.3% |
| All | +192.8% | -1.9% | +194.7% | +124.2% |
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