+268.2%
PM vs NI
+196.3%
+71.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.1% |
| 7D | -2.4% | +3.1% | -5.5% | -3.7% |
| 30D | -1.3% | +11.2% | -12.5% | -5.7% |
| 3M | +6.5% | +9.8% | -3.3% | +2.2% |
| 6M | +7.0% | -1.6% | +8.6% | +7.5% |
| YTD | +25.8% | +12.6% | +13.2% | +19.1% |
| 1Y | +30.9% | +7.8% | +23.1% | +26.2% |
| 3Y | +148.0% | +100.5% | +47.4% | +80.3% |
| 5Y | +161.2% | +114.4% | +46.8% | +81.1% |
| All | +268.2% | +196.3% | +71.9% | +123.4% |
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