+128.7%
PM vs NI
+95.2%
+33.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.7% |
| 7D | -1.2% | +1.3% | -2.5% | -1.7% |
| 30D | -0.2% | -0.3% | +0.1% | -0.1% |
| 3M | +4.9% | -9.5% | +14.4% | +8.9% |
| 6M | +9.0% | -10.2% | +19.3% | +13.6% |
| YTD | +17.8% | +1.8% | +16.0% | +16.8% |
| 1Y | +16.8% | +5.7% | +11.1% | +13.9% |
| 3Y | +125.4% | +69.6% | +55.8% | +82.2% |
| 5Y | +128.7% | +95.8% | +32.9% | +69.3% |
| All | +128.7% | +95.2% | +33.5% | +69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling