+117.4%
PM vs ROP
-13.6%
+131.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.6% | -1.3% |
| 7D | -4.9% | -4.4% | -0.4% | -4.0% |
| 30D | -3.4% | +3.2% | -6.6% | -4.0% |
| 3M | +5.2% | +23.1% | -17.9% | +1.0% |
| 6M | +3.7% | +13.3% | -9.6% | +1.0% |
| YTD | +15.8% | -7.9% | +23.6% | +18.2% |
| 1Y | +17.4% | -22.1% | +39.4% | +25.0% |
| 3Y | +116.9% | -16.8% | +133.7% | +123.1% |
| All | +117.4% | -13.6% | +131.0% | +113.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling