+146.7%
PM vs NI
+100.5%
+46.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | -7.1% | +0.6% | -7.6% | -7.3% |
| 30D | -2.8% | +11.2% | -14.0% | -6.7% |
| 3M | +6.3% | +9.2% | -2.8% | +2.7% |
| 6M | +9.6% | -1.8% | +11.5% | +10.4% |
| YTD | +25.6% | +12.0% | +13.6% | +20.1% |
| 1Y | +29.7% | +6.4% | +23.2% | +26.3% |
| All | +146.7% | +100.5% | +46.2% | +90.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling