+143.2%
PM vs SMR
+151.9%
-8.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +7.1% | -9.5% | -2.4% |
| 7D | -7.3% | +1.7% | -9.0% | -7.3% |
| 30D | -4.0% | -24.4% | +20.4% | -4.1% |
| 3M | +2.7% | -44.6% | +47.3% | +2.6% |
| 6M | +14.9% | -56.7% | +71.5% | +14.9% |
| YTD | +23.5% | -61.6% | +85.1% | +23.5% |
| 1Y | +30.4% | -82.1% | +112.4% | +30.8% |
| 3Y | +143.2% | +161.5% | -18.3% | +115.7% |
| All | +143.2% | +151.9% | -8.6% | +115.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling