+914.6%
PM vs SPXU
-100.0%
+1,014.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.9% | +5.0% | +0.3% |
| 7D | -7.1% | +1.5% | -8.6% | -6.5% |
| 30D | -2.8% | +6.4% | -9.1% | -1.3% |
| 3M | +6.3% | +4.2% | +2.1% | +7.6% |
| 6M | +9.6% | -7.8% | +17.4% | +8.4% |
| YTD | +25.6% | -27.5% | +53.1% | +19.0% |
| 1Y | +29.7% | -27.1% | +56.8% | +23.2% |
| 3Y | +147.6% | -80.8% | +228.4% | +83.6% |
| 5Y | +160.1% | -84.1% | +244.2% | +101.7% |
| 10Y | +260.9% | -99.5% | +360.4% | +54.4% |
| All | +914.6% | -100.0% | +1,014.6% | +108.3% |
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