+162.6%
PM vs ROL
+15.7%
+146.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +0.7% |
| 7D | +0.5% | +3.0% | -2.4% | 0.0% |
| 30D | -3.2% | +19.8% | -23.0% | -6.7% |
| 3M | +6.2% | +7.9% | -1.7% | +4.4% |
| 6M | +7.7% | -25.6% | +33.3% | +13.5% |
| YTD | +27.3% | -34.1% | +61.4% | +36.6% |
| 1Y | +32.8% | -31.4% | +64.2% | +41.4% |
| 3Y | +150.0% | +4.7% | +145.3% | +146.6% |
| All | +162.6% | +15.7% | +146.9% | +155.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling