+121.5%
PM vs SMR
-3.5%
+125.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -2.0% |
| 7D | -4.9% | +4.4% | -9.3% | -4.9% |
| 30D | -3.4% | +3.4% | -6.8% | -3.4% |
| 3M | +5.2% | -19.2% | +24.3% | +5.4% |
| 6M | +3.7% | -22.6% | +26.4% | +3.8% |
| YTD | +15.8% | -31.5% | +47.3% | +15.9% |
| 1Y | +17.4% | -73.1% | +90.4% | +18.6% |
| 3Y | +116.9% | +55.0% | +62.0% | +98.7% |
| All | +121.5% | -3.5% | +125.0% | +112.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling