+19.0%
PM vs NI
+4.9%
+14.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.4% |
| 7D | +1.9% | -0.6% | +2.5% | +2.1% |
| 30D | +1.9% | -1.4% | +3.3% | +2.4% |
| 3M | +4.6% | -10.6% | +15.2% | +8.8% |
| 6M | +11.7% | -9.9% | +21.6% | +16.0% |
| YTD | +20.4% | +1.2% | +19.2% | +22.3% |
| 1Y | +19.0% | +4.4% | +14.5% | +22.1% |
| All | +19.0% | +4.9% | +14.1% | +22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling