+848.9%
PM vs NI
+1,298.0%
-449.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.6% | +0.9% |
| 7D | +0.5% | +4.3% | -3.8% | -1.4% |
| 30D | -3.2% | +12.4% | -15.6% | -8.2% |
| 3M | +6.2% | +10.2% | -3.9% | +1.6% |
| 6M | +7.7% | -0.8% | +8.5% | +7.8% |
| YTD | +27.3% | +13.2% | +14.0% | +19.9% |
| 1Y | +32.8% | +10.1% | +22.7% | +26.6% |
| 3Y | +150.0% | +103.1% | +46.9% | +78.6% |
| 5Y | +164.2% | +115.5% | +48.7% | +80.5% |
| 10Y | +265.7% | +195.5% | +70.2% | +107.3% |
| All | +848.9% | +1,298.0% | -449.1% | +151.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling