+234.7%
PM vs O
+69.9%
+164.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.7% |
| 7D | -7.3% | +3.3% | -10.6% | -8.5% |
| 30D | -4.0% | +10.3% | -14.4% | -7.7% |
| 3M | +2.7% | -3.5% | +6.2% | +4.1% |
| 6M | +14.9% | -1.3% | +16.1% | +15.5% |
| YTD | +23.5% | +10.3% | +13.2% | +18.8% |
| 1Y | +30.4% | +10.4% | +20.0% | +25.3% |
| 3Y | +143.2% | +40.0% | +103.2% | +111.1% |
| 5Y | +159.5% | +12.4% | +147.1% | +143.3% |
| 10Y | +234.7% | +78.2% | +156.4% | +155.5% |
| All | +234.7% | +69.9% | +164.8% | +155.5% |
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