+272.5%
PM vs RF
+223.4%
+49.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | -0.1% | +0.9% |
| 7D | +0.5% | +1.9% | -1.4% | +0.1% |
| 30D | -3.2% | +7.3% | -10.5% | -4.7% |
| 3M | +6.2% | -7.9% | +14.1% | +8.0% |
| 6M | +7.7% | +10.5% | -2.8% | +5.2% |
| YTD | +27.3% | +9.6% | +17.6% | +24.1% |
| 1Y | +32.8% | +20.3% | +12.5% | +26.8% |
| 3Y | +150.0% | +119.5% | +30.5% | +102.1% |
| 5Y | +164.2% | +48.2% | +116.0% | +129.6% |
| All | +272.5% | +223.4% | +49.1% | +159.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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