+130.3%
PM vs SMR
+1.6%
+128.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.6% | +7.7% | +2.2% |
| 7D | +1.9% | +4.7% | -2.8% | +1.9% |
| 30D | +1.9% | +3.2% | -1.3% | +1.9% |
| 3M | +4.6% | +9.9% | -5.3% | +4.5% |
| 6M | +11.7% | -15.1% | +26.8% | +11.7% |
| YTD | +20.4% | -27.9% | +48.3% | +20.4% |
| 1Y | +19.0% | -70.2% | +89.2% | +20.0% |
| 3Y | +130.4% | +72.5% | +57.9% | +110.2% |
| All | +130.3% | +1.6% | +128.7% | +120.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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