+125.1%
PM vs SPXU
-86.0%
+211.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.4% |
| 7D | -1.3% | -1.5% | +0.2% | -1.4% |
| 30D | -2.6% | +3.7% | -6.3% | -2.2% |
| 3M | +5.8% | -9.6% | +15.4% | +4.9% |
| 6M | +10.6% | -32.4% | +42.9% | +6.6% |
| YTD | +17.2% | -28.7% | +45.8% | +13.7% |
| 1Y | +17.6% | -38.2% | +55.9% | +12.5% |
| 3Y | +124.3% | -80.4% | +204.7% | +89.2% |
| 5Y | +125.1% | -86.0% | +211.1% | +84.5% |
| All | +125.1% | -86.0% | +211.1% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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