+763.1%
PM vs NDAQ
+896.7%
-133.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.5% |
| 7D | -4.9% | -2.4% | -2.4% | -4.3% |
| 30D | -3.4% | +2.5% | -5.8% | -4.0% |
| 3M | +5.2% | +9.9% | -4.8% | +2.4% |
| 6M | +3.7% | +9.4% | -5.7% | +0.8% |
| YTD | +15.8% | +0.4% | +15.3% | +14.7% |
| 1Y | +17.4% | +4.0% | +13.3% | +15.0% |
| 3Y | +116.9% | +94.4% | +22.5% | +78.7% |
| 5Y | +117.3% | +56.7% | +60.6% | +86.6% |
| 10Y | +193.8% | +375.3% | -181.5% | +87.6% |
| All | +763.1% | +896.7% | -133.5% | +314.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling