+208.8%
PM vs NI
+143.3%
+65.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.4% |
| 7D | +1.9% | -0.6% | +2.5% | +2.2% |
| 30D | +1.9% | -1.4% | +3.3% | +2.5% |
| 3M | +4.6% | -10.6% | +15.2% | +9.6% |
| 6M | +11.7% | -9.9% | +21.6% | +16.6% |
| YTD | +20.4% | +1.2% | +19.2% | +19.4% |
| 1Y | +19.0% | +4.4% | +14.5% | +16.1% |
| 3Y | +130.4% | +68.6% | +61.8% | +80.5% |
| 5Y | +131.5% | +98.0% | +33.5% | +66.2% |
| All | +208.8% | +143.3% | +65.5% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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