+124.3%
PM vs SM
-2.8%
+127.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.6% | -2.4% | +1.3% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | -2.6% | +31.5% | -34.1% | -2.2% |
| 3M | +5.8% | +17.3% | -11.5% | +6.1% |
| 6M | +10.6% | +48.5% | -38.0% | +11.5% |
| YTD | +17.2% | +106.3% | -89.1% | +18.8% |
| 1Y | +17.6% | +47.3% | -29.7% | +18.3% |
| 3Y | +124.3% | -1.4% | +125.7% | +116.8% |
| All | +124.3% | -2.8% | +127.0% | +116.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling