+28.9%
PM vs O
+10.4%
+18.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.9% |
| 7D | -7.3% | +3.3% | -10.6% | -9.1% |
| 30D | -4.0% | +10.3% | -14.4% | -9.5% |
| 3M | +2.7% | -3.5% | +6.2% | +5.0% |
| 6M | +14.9% | -1.3% | +16.1% | +16.1% |
| YTD | +23.5% | +10.3% | +13.2% | +19.8% |
| All | +28.9% | +10.4% | +18.6% | +25.3% |
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 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