+146.7%
PM vs S
+51.7%
+95.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +1.1% |
| 7D | -7.1% | +1.2% | -8.3% | -7.0% |
| 30D | -2.8% | -7.3% | +4.5% | -2.9% |
| 3M | +6.3% | +5.9% | +0.5% | +6.7% |
| 6M | +9.6% | +45.6% | -36.0% | +11.0% |
| YTD | +25.6% | +58.5% | -32.9% | +27.5% |
| 1Y | +29.7% | +37.6% | -8.0% | +31.4% |
| All | +146.7% | +51.7% | +95.1% | +156.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 3y: compounded portfolio wealth divided by compounded S 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…
3y analysis · Full analysis span regression · 6 months rolling