+168.1%
PM vs NDAQ
+60.8%
+107.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | -5.2% | +0.8% | -6.1% | -5.4% |
| 30D | +2.7% | +16.5% | -13.8% | -0.1% |
| 3M | +6.1% | +13.5% | -7.4% | +3.6% |
| 6M | +18.0% | +20.9% | -2.9% | +13.7% |
| YTD | +26.6% | +11.4% | +15.2% | +23.9% |
| 1Y | +36.7% | +25.9% | +10.8% | +30.2% |
| 3Y | +146.0% | +119.9% | +26.2% | +104.7% |
| All | +168.1% | +60.8% | +107.3% | +125.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling