+46.9%
PM vs ROP
+10.4%
+36.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.9% | -2.4% | +1.3% |
| 7D | +4.3% | +11.7% | -7.4% | +3.5% |
| 30D | +11.5% | +35.5% | -24.0% | +9.4% |
| 3M | +13.0% | +25.6% | -12.6% | +11.4% |
| 6M | +25.9% | +39.3% | -13.3% | +24.6% |
| YTD | +34.0% | +11.6% | +22.4% | +36.1% |
| 1Y | +46.9% | +10.6% | +36.3% | +49.8% |
| All | +46.9% | +10.4% | +36.5% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling