+203.0%
PM vs SPOT
+267.2%
-64.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.1% |
| 7D | -7.1% | -3.0% | -4.1% | -6.9% |
| 30D | -2.8% | +15.2% | -18.0% | -3.6% |
| 3M | +6.3% | +21.6% | -15.2% | +5.1% |
| 6M | +9.6% | +45.2% | -35.6% | +7.2% |
| YTD | +25.6% | +4.9% | +20.7% | +24.7% |
| 1Y | +29.7% | -4.8% | +34.4% | +29.4% |
| 3Y | +147.6% | +256.3% | -108.7% | +126.2% |
| 5Y | +160.1% | +120.2% | +39.9% | +141.1% |
| All | +203.0% | +267.2% | -64.2% | +131.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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