+17.6%
PM vs O
+9.0%
+8.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | -1.3% | -0.6% | -0.7% | -1.0% |
| 30D | -2.6% | -2.0% | -0.6% | -1.4% |
| 3M | +5.8% | +3.0% | +2.8% | +5.0% |
| 6M | +10.6% | -3.6% | +14.2% | +12.6% |
| YTD | +17.2% | +12.1% | +5.1% | +13.8% |
| 1Y | +17.6% | +8.9% | +8.8% | +15.7% |
| All | +17.6% | +9.0% | +8.6% | +15.7% |
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