+763.1%
PM vs O
+571.0%
+192.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.7% |
| 7D | -4.9% | -0.7% | -4.1% | -4.7% |
| 30D | -3.4% | -1.9% | -1.5% | -2.8% |
| 3M | +5.2% | +3.8% | +1.3% | +4.1% |
| 6M | +3.7% | -4.7% | +8.5% | +5.3% |
| YTD | +15.8% | +12.5% | +3.3% | +11.8% |
| 1Y | +17.4% | +10.8% | +6.5% | +13.8% |
| 3Y | +116.9% | +28.8% | +88.1% | +99.8% |
| 5Y | +117.3% | +13.2% | +104.1% | +106.8% |
| 10Y | +193.8% | +53.5% | +140.3% | +149.0% |
| All | +763.1% | +571.0% | +192.1% | +378.5% |
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 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