+835.2%
PM vs SPXU
-100.0%
+935.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.2% | -1.7% |
| 7D | -4.9% | -0.1% | -4.8% | -4.9% |
| 30D | -3.4% | +0.8% | -4.2% | -3.2% |
| 3M | +5.2% | -4.7% | +9.9% | +4.4% |
| 6M | +3.7% | -29.6% | +33.3% | -2.8% |
| YTD | +15.8% | -29.9% | +45.6% | +8.6% |
| 1Y | +17.4% | -39.1% | +56.4% | +7.2% |
| 3Y | +116.9% | -80.0% | +196.9% | +62.7% |
| 5Y | +117.3% | -86.0% | +203.4% | +63.5% |
| 10Y | +193.8% | -99.5% | +293.3% | +24.8% |
| All | +835.2% | -100.0% | +935.2% | +90.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling