+272.5%
PM vs MSCI
+811.9%
-539.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.2% | +0.9% |
| 7D | +0.5% | +3.0% | -2.5% | -0.1% |
| 30D | -3.2% | +17.8% | -21.0% | -6.7% |
| 3M | +6.2% | +15.2% | -9.0% | +2.8% |
| 6M | +7.7% | +16.5% | -8.8% | +3.7% |
| YTD | +27.3% | +16.4% | +10.9% | +22.0% |
| 1Y | +32.8% | +16.8% | +16.0% | +27.2% |
| 3Y | +150.0% | +35.8% | +114.3% | +127.9% |
| 5Y | +164.2% | +7.0% | +157.3% | +149.3% |
| All | +272.5% | +811.9% | -539.4% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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