+184.1%
PM vs SPOT
+215.3%
-31.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | -1.2% | -6.5% | +5.3% | -0.8% |
| 30D | -0.2% | +2.2% | -2.3% | -0.3% |
| 3M | +4.9% | +5.4% | -0.5% | +4.6% |
| 6M | +9.0% | -4.0% | +13.1% | +9.0% |
| YTD | +17.8% | -9.9% | +27.7% | +18.0% |
| 1Y | +16.8% | -27.3% | +44.1% | +18.5% |
| 3Y | +125.4% | +236.4% | -111.0% | +106.5% |
| 5Y | +128.7% | +112.6% | +16.1% | +111.8% |
| All | +184.1% | +215.3% | -31.1% | +119.2% |
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