+232.4%
PM vs SM
+8.2%
+224.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -1.8% |
| 7D | -5.2% | -25.9% | +20.7% | -3.9% |
| 30D | +2.7% | -15.1% | +17.8% | +3.4% |
| 3M | +6.1% | +4.9% | +1.3% | +5.6% |
| 6M | +18.0% | +6.1% | +11.9% | +17.2% |
| YTD | +26.6% | +63.4% | -36.9% | +22.6% |
| 1Y | +36.7% | +72.5% | -35.8% | +31.9% |
| 3Y | +146.0% | -16.9% | +162.9% | +143.3% |
| 5Y | +164.1% | -10.6% | +174.7% | +155.7% |
| All | +232.4% | +8.2% | +224.2% | +153.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling