+250.9%
PM vs P
+691.2%
-440.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.6% |
| 7D | -6.6% | -13.3% | +6.7% | -6.1% |
| 30D | -3.4% | -34.0% | +30.5% | -1.8% |
| 3M | +5.3% | +4.1% | +1.2% | +4.6% |
| 6M | +15.5% | +30.5% | -14.9% | +12.8% |
| YTD | +24.3% | +52.2% | -27.9% | +19.8% |
| 1Y | +29.7% | +10.3% | +19.4% | +27.1% |
| 3Y | +144.9% | +180.9% | -35.9% | +114.8% |
| 5Y | +159.0% | +259.7% | -100.7% | +116.3% |
| 10Y | +250.9% | +652.6% | -401.7% | +145.5% |
| All | +250.9% | +691.2% | -440.2% | +145.5% |
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