+843.8%
PM vs NDAQ
+1,005.7%
-162.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | -5.2% | +0.8% | -6.1% | -5.4% |
| 30D | +2.7% | +16.5% | -13.8% | -1.3% |
| 3M | +6.1% | +13.5% | -7.4% | +2.6% |
| 6M | +18.0% | +20.9% | -2.9% | +11.9% |
| YTD | +26.6% | +11.4% | +15.2% | +21.9% |
| 1Y | +36.7% | +25.9% | +10.8% | +27.5% |
| 3Y | +146.0% | +119.9% | +26.2% | +96.2% |
| 5Y | +164.1% | +61.7% | +102.3% | +125.1% |
| 10Y | +238.8% | +481.6% | -242.8% | +105.7% |
| All | +843.8% | +1,005.7% | -162.0% | +340.2% |
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