+210.9%
PM vs MKTX
+5.0%
+205.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | +4.7% | -0.2% | +4.9% | +4.7% |
| 30D | +2.6% | +0.7% | +1.9% | +2.5% |
| 3M | +6.6% | +40.8% | -34.2% | +0.9% |
| 6M | +16.5% | -8.0% | +24.5% | +17.5% |
| YTD | +21.2% | -8.7% | +29.9% | +22.2% |
| 1Y | +17.9% | -11.8% | +29.8% | +19.5% |
| 3Y | +129.8% | -24.0% | +153.9% | +134.1% |
| 5Y | +133.0% | -60.3% | +193.3% | +158.9% |
| All | +210.9% | +5.0% | +205.9% | +202.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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