+260.9%
PM vs M
-5.1%
+266.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | -7.1% | -3.3% | -3.8% | -6.9% |
| 30D | -2.8% | +8.1% | -10.9% | -3.4% |
| 3M | +6.3% | +2.2% | +4.1% | +6.0% |
| 6M | +9.6% | +35.1% | -25.5% | +6.7% |
| YTD | +25.6% | +15.8% | +9.8% | +23.4% |
| 1Y | +29.7% | +25.8% | +3.8% | +26.4% |
| 3Y | +147.6% | +156.2% | -8.7% | +120.0% |
| 5Y | +160.1% | -2.4% | +162.5% | +147.6% |
| 10Y | +260.9% | -7.1% | +268.0% | +179.1% |
| All | +260.9% | -5.1% | +266.0% | +179.1% |
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