+131.5%
PM vs MKTX
-60.6%
+192.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +1.9% | -0.2% | +2.1% | +1.9% |
| 30D | +1.9% | +0.8% | +1.1% | +1.8% |
| 3M | +4.6% | +41.1% | -36.6% | +0.6% |
| 6M | +11.7% | -9.5% | +21.2% | +13.2% |
| YTD | +20.4% | -8.7% | +29.0% | +21.7% |
| 1Y | +19.0% | -10.0% | +28.9% | +20.4% |
| 3Y | +130.4% | -24.6% | +155.0% | +134.7% |
| 5Y | +131.5% | -60.3% | +191.8% | +136.7% |
| All | +131.5% | -60.6% | +192.0% | +136.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling