+30.3%
PM vs SOLS
+25.7%
+4.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.1% |
| 7D | +0.5% | +14.0% | -13.5% | +1.2% |
| 30D | -3.2% | +10.0% | -13.2% | -2.7% |
| 3M | +6.2% | +5.8% | +0.4% | +6.7% |
| 6M | +7.7% | -25.2% | +32.9% | +9.1% |
| YTD | +27.3% | +36.5% | -9.3% | +28.8% |
| 1Y | +32.8% | +45.0% | -12.3% | +34.7% |
| All | +30.3% | +25.7% | +4.6% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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