+835.7%
PM vs SAP
+557.7%
+278.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | -0.7% |
| 7D | -5.2% | -0.7% | -4.6% | -5.1% |
| 30D | +2.7% | +11.1% | -8.4% | -0.4% |
| 3M | +5.2% | +17.0% | -11.8% | +0.4% |
| 6M | +17.0% | +34.8% | -17.8% | +6.3% |
| YTD | +25.5% | -2.2% | +27.7% | +23.7% |
| 1Y | +35.5% | -6.4% | +42.0% | +35.2% |
| 3Y | +143.9% | +75.1% | +68.8% | +95.1% |
| 5Y | +161.8% | +69.8% | +92.0% | +107.2% |
| 10Y | +235.9% | +219.8% | +16.1% | +101.6% |
| All | +835.7% | +557.7% | +278.0% | +284.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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