+159.0%
PM vs SPXU
-83.3%
+242.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | +0.7% |
| 7D | -6.6% | +0.5% | -7.1% | -6.4% |
| 30D | -3.4% | +10.9% | -14.4% | -2.4% |
| 3M | +5.3% | +9.6% | -4.3% | +6.4% |
| 6M | +15.5% | -4.7% | +20.2% | +15.3% |
| YTD | +24.3% | -24.6% | +48.8% | +21.5% |
| 1Y | +29.7% | -24.7% | +54.4% | +26.9% |
| 3Y | +144.9% | -80.0% | +225.0% | +107.2% |
| 5Y | +159.0% | -83.5% | +242.5% | +117.0% |
| All | +159.0% | -83.3% | +242.3% | +117.0% |
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