+250.9%
PM vs O
+78.3%
+172.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -6.6% | +3.5% | -10.2% | -7.9% |
| 30D | -3.4% | +10.4% | -13.9% | -7.2% |
| 3M | +5.3% | -2.4% | +7.8% | +6.3% |
| 6M | +15.5% | -1.2% | +16.7% | +16.1% |
| YTD | +24.3% | +10.4% | +13.8% | +19.5% |
| 1Y | +29.7% | +11.4% | +18.3% | +24.2% |
| 3Y | +144.9% | +40.4% | +104.5% | +112.4% |
| 5Y | +159.0% | +12.1% | +146.9% | +143.1% |
| 10Y | +250.9% | +82.7% | +168.2% | +170.3% |
| All | +250.9% | +78.3% | +172.6% | +170.3% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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