+260.9%
PM vs P
+686.0%
-425.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.4% | -3.4% | +0.9% |
| 7D | -7.1% | -4.7% | -2.4% | -6.9% |
| 30D | -2.8% | -31.4% | +28.6% | -1.3% |
| 3M | +6.3% | -2.6% | +9.0% | +6.0% |
| 6M | +9.6% | +21.9% | -12.3% | +7.6% |
| YTD | +25.6% | +58.9% | -33.3% | +20.8% |
| 1Y | +29.7% | +21.7% | +7.9% | +26.4% |
| 3Y | +147.6% | +193.3% | -45.7% | +116.5% |
| 5Y | +160.1% | +275.1% | -115.0% | +116.6% |
| 10Y | +260.9% | +655.3% | -394.4% | +153.7% |
| All | +260.9% | +686.0% | -425.1% | +153.7% |
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