+165.8%
PM vs MSCI
+3.6%
+162.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.4% |
| 7D | -5.2% | +2.8% | -8.1% | -5.6% |
| 30D | +2.7% | +15.4% | -12.7% | +0.3% |
| 3M | +5.2% | +13.4% | -8.2% | +3.0% |
| 6M | +17.0% | +10.9% | +6.1% | +14.7% |
| YTD | +25.5% | +13.0% | +12.5% | +22.4% |
| 1Y | +35.5% | +12.0% | +23.5% | +32.3% |
| 3Y | +143.9% | +34.1% | +109.8% | +129.3% |
| All | +165.8% | +3.6% | +162.3% | +140.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling