+260.9%
PM vs O
+82.5%
+178.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -7.1% | +0.6% | -7.7% | -7.3% |
| 30D | -2.8% | +9.4% | -12.2% | -6.2% |
| 3M | +6.3% | -2.4% | +8.7% | +7.3% |
| 6M | +9.6% | -1.9% | +11.5% | +10.5% |
| YTD | +25.6% | +10.5% | +15.1% | +20.7% |
| 1Y | +29.7% | +10.0% | +19.7% | +24.8% |
| 3Y | +147.6% | +40.5% | +107.1% | +114.7% |
| 5Y | +160.1% | +10.2% | +149.9% | +145.8% |
| 10Y | +260.9% | +82.5% | +178.5% | +178.1% |
| All | +260.9% | +82.5% | +178.5% | +178.1% |
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