+124.2%
PM vs SMR
+11.2%
+112.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +15.3% | -14.1% | +1.1% |
| 7D | -1.3% | +21.4% | -22.7% | -1.4% |
| 30D | -2.6% | +13.8% | -16.4% | -2.7% |
| 3M | +5.8% | +3.9% | +1.9% | +5.8% |
| 6M | +10.6% | -4.2% | +14.8% | +10.5% |
| YTD | +17.2% | -21.1% | +38.3% | +17.1% |
| 1Y | +17.6% | -67.1% | +84.7% | +18.6% |
| 3Y | +124.3% | +88.9% | +35.4% | +104.5% |
| All | +124.2% | +11.2% | +112.9% | +114.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling