+318.3%
PM vs P
+449.6%
-131.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -16.4% | +11.8% | -3.9% |
| 7D | -3.4% | -31.9% | +28.5% | -1.8% |
| 30D | +5.8% | -36.5% | +42.4% | +7.8% |
| 3M | +6.7% | +11.6% | -4.9% | +5.5% |
| 6M | +19.9% | +25.2% | -5.3% | +17.3% |
| YTD | +27.8% | +39.4% | -11.6% | +23.9% |
| 1Y | +39.4% | -3.7% | +43.1% | +37.7% |
| 3Y | +146.9% | +167.3% | -20.4% | +118.8% |
| 5Y | +166.6% | +237.3% | -70.7% | +126.5% |
| 10Y | +242.1% | +698.6% | -456.6% | +153.1% |
| All | +318.3% | +449.6% | -131.4% | +211.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling