+898.0%
PM vs SPXU
-100.0%
+997.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -7.0% | +4.6% | -3.8% |
| 7D | -7.3% | -1.5% | -5.8% | -7.3% |
| 30D | -4.0% | +9.7% | -13.7% | -1.9% |
| 3M | +2.7% | +8.4% | -5.7% | +4.8% |
| 6M | +14.9% | -5.7% | +20.6% | +14.1% |
| YTD | +23.5% | -25.4% | +49.0% | +17.7% |
| 1Y | +30.4% | -28.9% | +59.2% | +23.2% |
| 3Y | +143.2% | -81.2% | +224.4% | +79.5% |
| 5Y | +159.5% | -83.3% | +242.8% | +103.4% |
| 10Y | +234.7% | -99.5% | +334.1% | +43.9% |
| All | +898.0% | -100.0% | +997.9% | +106.0% |
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 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