+128.7%
PM vs SITM
+164.5%
-35.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.5% |
| 7D | -1.2% | +3.7% | -4.9% | -1.2% |
| 30D | -0.2% | -14.5% | +14.4% | -0.3% |
| 3M | +4.9% | -10.6% | +15.5% | +5.0% |
| 6M | +9.0% | +65.5% | -56.5% | +9.1% |
| YTD | +17.8% | +67.0% | -49.2% | +17.9% |
| 1Y | +16.8% | +138.6% | -121.8% | +17.0% |
| 3Y | +125.4% | +421.8% | -296.4% | +120.7% |
| 5Y | +128.7% | +172.4% | -43.7% | +118.3% |
| All | +128.7% | +164.5% | -35.8% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 5y: compounded portfolio wealth divided by compounded SITM 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…
5y analysis · Full analysis span regression · 6 months rolling