+268.2%
PM vs ROL
+213.5%
+54.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.6% | +0.6% |
| 7D | -2.4% | -1.7% | -0.7% | -2.0% |
| 30D | -1.3% | +18.5% | -19.8% | -6.0% |
| 3M | +6.5% | +4.3% | +2.2% | +4.9% |
| 6M | +7.0% | -27.7% | +34.7% | +16.3% |
| YTD | +25.8% | -35.8% | +61.6% | +40.6% |
| 1Y | +30.9% | -34.1% | +65.0% | +45.1% |
| 3Y | +148.0% | +2.9% | +145.0% | +139.7% |
| 5Y | +161.2% | +12.7% | +148.5% | +140.8% |
| All | +268.2% | +213.5% | +54.7% | +149.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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