+272.5%
PM vs NDAQ
+471.8%
-199.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.3% | +1.2% |
| 7D | +0.5% | +1.3% | -0.7% | +0.1% |
| 30D | -3.2% | +18.0% | -21.2% | -8.2% |
| 3M | +6.2% | +11.5% | -5.3% | +2.4% |
| 6M | +7.7% | +21.1% | -13.4% | +0.8% |
| YTD | +27.3% | +12.8% | +14.5% | +21.3% |
| 1Y | +32.8% | +25.7% | +7.1% | +21.8% |
| 3Y | +150.0% | +116.8% | +33.2% | +85.1% |
| 5Y | +164.2% | +67.3% | +97.0% | +112.3% |
| All | +272.5% | +471.8% | -199.3% | +81.8% |
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