+763.1%
PM vs SM
+20.6%
+742.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.6% | -1.8% |
| 7D | -4.9% | +0.1% | -5.0% | -4.9% |
| 30D | -3.4% | +26.3% | -29.7% | -5.0% |
| 3M | +5.2% | +8.7% | -3.5% | +4.3% |
| 6M | +3.7% | +51.7% | -48.0% | +0.2% |
| YTD | +15.8% | +99.0% | -83.3% | +9.6% |
| 1Y | +17.4% | +34.6% | -17.2% | +13.9% |
| 3Y | +116.9% | -7.8% | +124.7% | +112.5% |
| 5Y | +117.3% | +104.8% | +12.5% | +95.8% |
| 10Y | +193.8% | +7.2% | +186.5% | +131.5% |
| All | +763.1% | +20.6% | +742.5% | +397.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling