+143.9%
PM vs SPOT
+255.6%
-111.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.7% |
| 7D | -5.2% | +1.6% | -6.8% | -5.3% |
| 30D | +2.7% | +17.6% | -14.9% | +2.0% |
| 3M | +5.2% | +26.9% | -21.7% | +4.3% |
| 6M | +17.0% | +41.8% | -24.8% | +15.6% |
| YTD | +25.5% | +3.8% | +21.7% | +25.3% |
| 1Y | +35.5% | -2.5% | +38.0% | +35.7% |
| 3Y | +143.9% | +260.6% | -116.7% | +148.7% |
| All | +143.9% | +255.6% | -111.7% | +148.7% |
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