+260.9%
PM vs NDAQ
+475.0%
-214.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -7.1% | 0.0% | -7.0% | -7.1% |
| 30D | -2.8% | +16.3% | -19.1% | -7.4% |
| 3M | +6.3% | +15.8% | -9.5% | +1.3% |
| 6M | +9.6% | +24.8% | -15.2% | +1.6% |
| YTD | +25.6% | +14.1% | +11.5% | +19.2% |
| 1Y | +29.7% | +26.5% | +3.1% | +18.7% |
| 3Y | +147.6% | +119.1% | +28.4% | +82.6% |
| 5Y | +160.1% | +70.9% | +89.2% | +107.2% |
| 10Y | +260.9% | +479.7% | -218.8% | +74.8% |
| All | +260.9% | +475.0% | -214.1% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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