+278.9%
PM vs P
+485.4%
-206.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.3% | -2.0% |
| 7D | -4.9% | +6.5% | -11.4% | -5.2% |
| 30D | -3.4% | +18.8% | -22.2% | -4.3% |
| 3M | +5.2% | +26.7% | -21.6% | +3.5% |
| 6M | +3.7% | +62.2% | -58.5% | +0.3% |
| YTD | +15.8% | +48.5% | -32.7% | +12.3% |
| 1Y | +17.4% | +26.4% | -9.0% | +14.3% |
| 3Y | +116.9% | +159.4% | -42.5% | +94.0% |
| 5Y | +117.3% | +275.8% | -158.5% | +83.8% |
| 10Y | +193.8% | +732.0% | -538.3% | +117.6% |
| All | +278.9% | +485.4% | -206.5% | +182.4% |
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 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