+198.6%
PM vs NDAQ
+372.3%
-173.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.8% |
| 7D | -1.3% | -2.6% | +1.3% | -0.5% |
| 30D | -2.6% | +0.5% | -3.0% | -2.8% |
| 3M | +5.8% | +9.9% | -4.1% | +2.3% |
| 6M | +10.6% | +8.2% | +2.4% | +7.1% |
| YTD | +17.2% | -1.5% | +18.6% | +16.7% |
| 1Y | +17.6% | +1.3% | +16.3% | +15.8% |
| 3Y | +124.3% | +92.6% | +31.7% | +72.1% |
| 5Y | +125.1% | +53.8% | +71.2% | +84.1% |
| 10Y | +198.6% | +376.0% | -177.3% | +59.9% |
| All | +198.6% | +372.3% | -173.7% | +59.9% |
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