+168.1%
PM vs SPOT
+110.1%
+58.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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 | +6.1% | +26.9% | -20.8% | +5.0% |
| 6M | +18.0% | +41.8% | -23.8% | +16.2% |
| YTD | +26.6% | +3.8% | +22.7% | +26.0% |
| 1Y | +36.7% | -2.5% | +39.1% | +36.4% |
| 3Y | +146.0% | +260.6% | -114.6% | +130.6% |
| All | +168.1% | +110.1% | +58.0% | +152.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling