+16.8%
PM vs ROP
-24.5%
+41.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +0.6% |
| 7D | -1.2% | -6.1% | +4.9% | -0.8% |
| 30D | -0.2% | -3.4% | +3.2% | 0.0% |
| 3M | +4.9% | +16.7% | -11.8% | +5.1% |
| 6M | +9.0% | +8.1% | +1.0% | +9.3% |
| YTD | +17.8% | -11.7% | +29.5% | +20.2% |
| 1Y | +16.8% | -24.2% | +41.0% | +18.2% |
| All | +16.8% | -24.5% | +41.3% | +18.2% |
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