+229.6%
PM vs RF
+279.4%
-49.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -5.2% | -0.9% | -4.3% | -5.0% |
| 30D | +2.7% | +6.0% | -3.3% | +1.5% |
| 3M | +5.2% | -8.9% | +14.1% | +7.2% |
| 6M | +17.0% | +2.3% | +14.7% | +16.2% |
| YTD | +25.5% | +7.6% | +17.9% | +23.0% |
| 1Y | +35.5% | +21.2% | +14.4% | +29.4% |
| 3Y | +143.9% | +108.5% | +35.4% | +100.9% |
| 5Y | +161.8% | +43.2% | +118.6% | +130.4% |
| All | +229.6% | +279.4% | -49.8% | +164.0% |
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