+843.8%
PM vs O
+553.1%
+290.6%
-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 | +6.1% | -4.0% | +10.1% | +7.4% |
| 6M | +18.0% | -5.2% | +23.2% | +20.0% |
| YTD | +26.6% | +9.5% | +17.1% | +23.2% |
| 1Y | +36.7% | +10.6% | +26.1% | +32.6% |
| 3Y | +146.0% | +38.1% | +107.9% | +122.2% |
| 5Y | +164.1% | +10.2% | +153.9% | +153.4% |
| 10Y | +238.8% | +71.4% | +167.4% | +179.9% |
| All | +843.8% | +553.1% | +290.6% | +427.2% |
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