+763.1%
PM vs ROL
+1,302.9%
-539.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -4.9% | -1.4% | -3.4% | -4.5% |
| 30D | -3.4% | -4.1% | +0.7% | -2.3% |
| 3M | +5.2% | -22.5% | +27.7% | +12.8% |
| 6M | +3.7% | -37.7% | +41.4% | +18.1% |
| YTD | +15.8% | -39.6% | +55.3% | +32.5% |
| 1Y | +17.4% | -36.0% | +53.4% | +31.8% |
| 3Y | +116.9% | -5.1% | +122.1% | +115.3% |
| 5Y | +117.3% | -3.4% | +120.7% | +110.3% |
| 10Y | +193.8% | +215.2% | -21.5% | +93.4% |
| All | +763.1% | +1,302.9% | -539.7% | +250.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling