+272.5%
PM vs P
+652.0%
-379.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.3% |
| 7D | +0.5% | +11.6% | -11.1% | 0.0% |
| 30D | -3.2% | -23.7% | +20.5% | -2.2% |
| 3M | +6.2% | -8.0% | +14.2% | +6.2% |
| 6M | +7.7% | +27.9% | -20.2% | +5.4% |
| YTD | +27.3% | +61.2% | -33.9% | +22.3% |
| 1Y | +32.8% | +28.6% | +4.2% | +29.0% |
| 3Y | +150.0% | +200.5% | -50.5% | +118.1% |
| 5Y | +164.2% | +282.9% | -118.7% | +119.4% |
| All | +272.5% | +652.0% | -379.5% | +167.8% |
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