+29.7%
PM vs O
+10.5%
+19.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | -6.6% | +3.5% | -10.2% | -8.6% |
| 30D | -3.4% | +10.4% | -13.9% | -9.1% |
| 3M | +5.3% | -2.4% | +7.8% | +6.9% |
| 6M | +15.5% | -1.2% | +16.7% | +16.7% |
| YTD | +24.3% | +10.4% | +13.8% | +20.5% |
| 1Y | +29.7% | +11.4% | +18.3% | +25.9% |
| All | +29.7% | +10.5% | +19.2% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling