+122.5%
PM vs ROL
+7.0%
+115.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -4.9% | -1.4% | -3.4% | -4.6% |
| 30D | -3.4% | -4.1% | +0.7% | -2.5% |
| 3M | +5.2% | -22.5% | +27.7% | +11.4% |
| 6M | +3.7% | -37.7% | +41.4% | +14.8% |
| YTD | +15.8% | -39.6% | +55.3% | +28.3% |
| 1Y | +17.4% | -36.0% | +53.4% | +28.2% |
| All | +122.5% | +7.0% | +115.5% | +114.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling