+835.7%
PM vs ROL
+1,384.6%
-548.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.2% |
| 7D | -5.2% | +9.5% | -14.7% | -7.7% |
| 30D | +2.7% | +22.9% | -20.2% | -3.3% |
| 3M | +5.2% | +3.5% | +1.7% | +3.9% |
| 6M | +17.0% | -29.4% | +46.4% | +28.3% |
| YTD | +25.5% | -36.1% | +61.6% | +40.9% |
| 1Y | +35.5% | -34.4% | +69.9% | +50.9% |
| 3Y | +143.9% | +4.0% | +139.9% | +135.7% |
| 5Y | +161.8% | +13.2% | +148.6% | +141.8% |
| 10Y | +235.9% | +219.7% | +16.3% | +119.9% |
| All | +835.7% | +1,384.6% | -548.9% | +272.7% |
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