+763.1%
PM vs ROP
+730.9%
+32.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.6% | -0.8% |
| 7D | -4.9% | -4.4% | -0.4% | -3.4% |
| 30D | -3.4% | +3.2% | -6.6% | -4.5% |
| 3M | +5.2% | +23.1% | -17.9% | -2.3% |
| 6M | +3.7% | +13.3% | -9.6% | -1.4% |
| YTD | +15.8% | -7.9% | +23.6% | +17.6% |
| 1Y | +17.4% | -22.1% | +39.4% | +26.2% |
| 3Y | +116.9% | -16.8% | +133.7% | +124.8% |
| 5Y | +117.3% | -13.5% | +130.8% | +119.2% |
| 10Y | +193.8% | +137.7% | +56.1% | +103.5% |
| All | +763.1% | +730.9% | +32.2% | +250.3% |
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