+250.9%
PM vs SO
+188.2%
+62.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | -6.6% | -0.1% | -6.5% | -6.6% |
| 30D | -3.4% | +8.7% | -12.1% | -7.1% |
| 3M | +5.3% | +3.4% | +2.0% | +3.6% |
| 6M | +15.5% | +3.7% | +11.8% | +13.7% |
| YTD | +24.3% | +10.0% | +14.2% | +18.8% |
| 1Y | +29.7% | +6.6% | +23.1% | +25.8% |
| 3Y | +144.9% | +52.5% | +92.4% | +101.4% |
| 5Y | +159.0% | +76.1% | +83.0% | +96.7% |
| 10Y | +250.9% | +194.9% | +56.0% | +109.8% |
| All | +250.9% | +188.2% | +62.7% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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