+229.6%
PM vs P
+713.7%
-484.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.3% | -2.0% |
| 7D | -5.2% | -23.8% | +18.6% | -4.1% |
| 30D | +2.7% | -36.6% | +39.3% | +4.6% |
| 3M | +5.2% | +10.9% | -5.6% | +4.1% |
| 6M | +17.0% | +30.0% | -13.0% | +14.3% |
| YTD | +25.5% | +44.4% | -18.9% | +21.4% |
| 1Y | +35.5% | +3.9% | +31.6% | +33.3% |
| 3Y | +143.9% | +176.6% | -32.7% | +114.2% |
| 5Y | +161.8% | +249.3% | -87.4% | +119.4% |
| All | +229.6% | +713.7% | -484.1% | +133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling