+208.8%
PM vs SYK
+173.6%
+35.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.1% | +2.8% |
| 7D | +1.9% | -12.3% | +14.3% | +6.2% |
| 30D | +1.9% | -22.4% | +24.4% | +10.4% |
| 3M | +4.6% | -12.3% | +16.9% | +8.4% |
| 6M | +11.7% | -24.3% | +36.0% | +21.2% |
| YTD | +20.4% | -22.8% | +43.1% | +29.6% |
| 1Y | +19.0% | -28.8% | +47.7% | +31.4% |
| 3Y | +130.4% | -4.0% | +134.3% | +125.6% |
| 5Y | +131.5% | +3.8% | +127.6% | +115.3% |
| All | +208.8% | +173.6% | +35.2% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 10y: compounded portfolio wealth divided by compounded SYK 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…
10y analysis · Full analysis span regression · 6 months rolling