+143.9%
PM vs ROL
+3.8%
+140.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.3% |
| 7D | -5.2% | +9.5% | -14.7% | -7.1% |
| 30D | +2.7% | +22.9% | -20.2% | -2.0% |
| 3M | +5.2% | +3.5% | +1.7% | +4.1% |
| 6M | +17.0% | -29.4% | +46.4% | +25.3% |
| YTD | +25.5% | -36.1% | +61.6% | +36.2% |
| 1Y | +35.5% | -34.4% | +69.9% | +46.2% |
| 3Y | +143.9% | +4.0% | +139.9% | +155.1% |
| All | +143.9% | +3.8% | +140.1% | +155.1% |
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