+232.4%
PM vs RF
+279.4%
-47.0%
-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 | +6.1% | -8.9% | +15.0% | +8.1% |
| 6M | +18.0% | +2.3% | +15.7% | +17.2% |
| YTD | +26.6% | +7.6% | +19.0% | +24.0% |
| 1Y | +36.7% | +21.2% | +15.5% | +30.6% |
| 3Y | +146.0% | +108.5% | +37.5% | +102.6% |
| 5Y | +164.1% | +43.2% | +120.9% | +132.4% |
| All | +232.4% | +279.4% | -47.0% | +166.2% |
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