+150.0%
PM vs MKTX
-22.1%
+172.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.1% | +1.2% |
| 7D | +0.5% | +0.2% | +0.3% | +0.5% |
| 30D | -3.2% | +0.9% | -4.1% | -3.3% |
| 3M | +6.2% | +2.6% | +3.6% | +6.0% |
| 6M | +7.7% | +20.4% | -12.7% | +6.4% |
| YTD | +27.3% | -7.1% | +34.3% | +29.6% |
| 1Y | +32.8% | -2.8% | +35.5% | +34.5% |
| 3Y | +150.0% | -21.7% | +171.8% | +168.7% |
| All | +150.0% | -22.1% | +172.1% | +168.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling