+835.7%
PM vs ROP
+872.4%
-36.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -0.8% |
| 7D | -5.2% | +2.1% | -7.4% | -5.9% |
| 30D | +2.7% | +32.9% | -30.2% | -6.8% |
| 3M | +5.2% | +20.0% | -14.8% | -1.4% |
| 6M | +17.0% | +36.4% | -19.4% | +4.4% |
| YTD | +25.5% | +7.8% | +17.7% | +20.5% |
| 1Y | +35.5% | +8.0% | +27.5% | +30.0% |
| 3Y | +143.9% | -3.5% | +147.4% | +139.8% |
| 5Y | +161.8% | +1.5% | +160.4% | +149.5% |
| 10Y | +235.9% | +198.5% | +37.5% | +114.8% |
| All | +835.7% | +872.4% | -36.6% | +259.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling