+835.7%
PM vs O
+553.1%
+282.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | -5.2% | +3.7% | -8.9% | -6.3% |
| 30D | +2.7% | +11.2% | -8.5% | -0.5% |
| 3M | +5.2% | -4.0% | +9.2% | +6.5% |
| 6M | +17.0% | -5.2% | +22.2% | +18.9% |
| YTD | +25.5% | +9.5% | +16.0% | +22.1% |
| 1Y | +35.5% | +10.6% | +24.9% | +31.5% |
| 3Y | +143.9% | +38.1% | +105.8% | +120.4% |
| 5Y | +161.8% | +10.2% | +151.6% | +151.3% |
| 10Y | +235.9% | +71.4% | +164.5% | +177.5% |
| All | +835.7% | +553.1% | +282.6% | +422.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling