+835.7%
PM vs SO
+518.2%
+317.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.2% |
| 7D | -5.2% | -1.5% | -3.8% | -4.5% |
| 30D | +2.7% | +8.1% | -5.4% | -1.4% |
| 3M | +5.2% | +0.2% | +5.0% | +5.0% |
| 6M | +17.0% | +0.4% | +16.6% | +16.8% |
| YTD | +25.5% | +8.5% | +17.0% | +20.1% |
| 1Y | +35.5% | +4.9% | +30.6% | +31.9% |
| 3Y | +143.9% | +47.9% | +96.0% | +97.5% |
| 5Y | +161.8% | +75.7% | +86.2% | +90.2% |
| 10Y | +235.9% | +178.0% | +57.9% | +79.8% |
| All | +835.7% | +518.2% | +317.6% | +209.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling