+232.4%
PM vs M
-4.2%
+236.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | -1.5% |
| 7D | -5.2% | -4.3% | -1.0% | -4.9% |
| 30D | +2.7% | +1.3% | +1.4% | +2.6% |
| 3M | +6.1% | -7.4% | +13.5% | +6.6% |
| 6M | +18.0% | +18.3% | -0.3% | +16.1% |
| YTD | +26.6% | +7.6% | +19.0% | +25.1% |
| 1Y | +36.7% | +17.4% | +19.3% | +34.1% |
| 3Y | +146.0% | +108.4% | +37.6% | +123.3% |
| 5Y | +164.1% | -10.6% | +174.7% | +153.4% |
| All | +232.4% | -4.2% | +236.6% | +155.5% |
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