+150.0%
PM vs SO
+52.7%
+97.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.5% |
| 7D | +0.5% | +1.4% | -0.8% | -0.2% |
| 30D | -3.2% | +4.7% | -7.9% | -5.6% |
| 3M | +6.2% | +1.7% | +4.5% | +5.2% |
| 6M | +7.7% | +2.2% | +5.5% | +6.5% |
| YTD | +27.3% | +10.0% | +17.3% | +21.3% |
| 1Y | +32.8% | +6.0% | +26.7% | +28.8% |
| 3Y | +150.0% | +54.1% | +95.9% | +114.1% |
| All | +150.0% | +52.7% | +97.3% | +114.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling