+137.8%
PM vs SMR
-48.1%
+185.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +0.6% |
| 7D | -6.6% | -2.8% | -3.8% | -6.6% |
| 30D | -3.4% | -27.5% | +24.1% | -3.3% |
| 3M | +5.3% | -43.1% | +48.5% | +5.6% |
| 6M | +15.5% | -58.4% | +73.9% | +16.1% |
| YTD | +24.3% | -63.2% | +87.4% | +24.7% |
| 1Y | +29.7% | -81.6% | +111.3% | +31.3% |
| 3Y | +144.9% | +149.8% | -4.8% | +114.3% |
| All | +137.8% | -48.1% | +185.8% | +128.7% |
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