+150.0%
PM vs SPOT
+260.4%
-110.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +1.1% |
| 7D | +0.5% | +1.6% | -1.0% | +0.5% |
| 30D | -3.2% | +16.9% | -20.1% | -3.9% |
| 3M | +6.2% | +23.0% | -16.7% | +5.4% |
| 6M | +7.7% | +42.2% | -34.5% | +6.4% |
| YTD | +27.3% | +5.5% | +21.8% | +27.0% |
| 1Y | +32.8% | -5.1% | +37.8% | +33.2% |
| 3Y | +150.0% | +257.9% | -107.9% | +147.5% |
| All | +150.0% | +260.4% | -110.4% | +147.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling