+737.8%
PM vs POET
-20.0%
+757.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.3% | +0.6% |
| 7D | -1.2% | +9.7% | -10.9% | -1.3% |
| 30D | -0.2% | -6.5% | +6.4% | -0.1% |
| 3M | +4.9% | -25.7% | +30.6% | +5.1% |
| 6M | +9.0% | +19.6% | -10.5% | +7.7% |
| YTD | +17.8% | +26.4% | -8.6% | +16.1% |
| 1Y | +16.8% | +50.1% | -33.3% | +14.5% |
| 3Y | +125.4% | +127.9% | -2.5% | +115.3% |
| 5Y | +128.7% | -5.9% | +134.6% | +119.6% |
| 10Y | +211.8% | +31.1% | +180.7% | +190.5% |
| All | +737.8% | -20.0% | +757.8% | +675.1% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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