+160.1%
PM vs M
+0.2%
+159.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.1% |
| 7D | -7.1% | -3.3% | -3.8% | -7.0% |
| 30D | -2.8% | +8.1% | -10.9% | -3.0% |
| 3M | +6.3% | +2.2% | +4.1% | +6.3% |
| 6M | +9.6% | +35.1% | -25.5% | +8.7% |
| YTD | +25.6% | +15.8% | +9.8% | +25.0% |
| 1Y | +29.7% | +25.8% | +3.8% | +28.6% |
| 3Y | +147.6% | +156.2% | -8.7% | +132.6% |
| 5Y | +160.1% | -2.4% | +162.5% | +152.1% |
| All | +160.1% | +0.2% | +159.9% | +152.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling