+17.6%
PM vs SPOT
-25.6%
+43.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.1% |
| 7D | -1.3% | -2.9% | +1.6% | -1.3% |
| 30D | -2.6% | +8.3% | -10.8% | -2.2% |
| 3M | +5.8% | +5.1% | +0.7% | +6.0% |
| 6M | +10.6% | -6.5% | +17.0% | +9.2% |
| YTD | +17.2% | -9.0% | +26.1% | +14.7% |
| 1Y | +17.6% | -26.4% | +44.0% | +10.0% |
| All | +17.6% | -25.6% | +43.3% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling