+763.1%
PM vs MKTX
+2,004.0%
-1,240.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -4.9% | +0.4% | -5.3% | -4.9% |
| 30D | -3.4% | +1.1% | -4.5% | -3.5% |
| 3M | +5.2% | +36.1% | -30.9% | -0.2% |
| 6M | +3.7% | -12.9% | +16.6% | +5.0% |
| YTD | +15.8% | -8.5% | +24.3% | +16.3% |
| 1Y | +17.4% | -7.5% | +24.9% | +17.6% |
| 3Y | +116.9% | -28.3% | +145.3% | +122.3% |
| 5Y | +117.3% | -63.3% | +180.6% | +141.9% |
| 10Y | +193.8% | +4.5% | +189.2% | +170.2% |
| All | +763.1% | +2,004.0% | -1,240.8% | +340.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling