+843.8%
PM vs SAP
+557.7%
+286.0%
-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% | -0.3% |
| 3M | +6.1% | +17.0% | -10.9% | +1.3% |
| 6M | +18.0% | +34.8% | -16.8% | +7.2% |
| YTD | +26.6% | -2.2% | +28.8% | +24.7% |
| 1Y | +36.7% | -6.4% | +43.1% | +36.4% |
| 3Y | +146.0% | +75.1% | +70.9% | +96.8% |
| 5Y | +164.1% | +69.8% | +94.3% | +109.0% |
| 10Y | +238.8% | +219.8% | +19.0% | +103.3% |
| All | +843.8% | +557.7% | +286.0% | +287.7% |
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