+198.6%
PM vs ROP
+134.1%
+64.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +2.2% |
| 7D | -1.3% | -5.4% | +4.1% | +0.5% |
| 30D | -2.6% | -1.6% | -0.9% | -2.1% |
| 3M | +5.8% | +18.8% | -13.0% | -0.6% |
| 6M | +10.6% | +8.2% | +2.4% | +6.9% |
| YTD | +17.2% | -10.5% | +27.6% | +20.7% |
| 1Y | +17.6% | -23.7% | +41.4% | +28.6% |
| 3Y | +124.3% | -17.9% | +142.1% | +133.6% |
| 5Y | +125.1% | -15.3% | +140.4% | +128.0% |
| 10Y | +198.6% | +133.4% | +65.2% | +116.1% |
| All | +198.6% | +134.1% | +64.5% | +116.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling