+852.8%
PM vs M
+104.2%
+748.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.9% | +1.2% | -3.9% |
| 7D | -3.4% | -2.1% | -1.2% | -3.1% |
| 30D | +5.8% | +7.7% | -1.9% | +4.8% |
| 3M | +6.7% | -4.4% | +11.0% | +7.0% |
| 6M | +19.9% | +27.5% | -7.6% | +15.8% |
| YTD | +27.8% | +12.8% | +15.0% | +24.8% |
| 1Y | +39.4% | +20.7% | +18.7% | +34.8% |
| 3Y | +146.9% | +111.3% | +35.6% | +113.6% |
| 5Y | +166.6% | -6.3% | +172.9% | +147.4% |
| 10Y | +242.1% | +1.5% | +240.6% | +173.0% |
| All | +852.8% | +104.2% | +748.6% | +467.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling