+133.7%
PM vs SYK
+3.4%
+130.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.1% | +2.7% |
| 7D | +1.9% | -12.3% | +14.3% | +5.2% |
| 30D | +1.9% | -22.4% | +24.4% | +8.5% |
| 3M | +4.6% | -12.3% | +16.9% | +7.6% |
| 6M | +11.7% | -24.3% | +36.0% | +19.1% |
| YTD | +20.4% | -22.8% | +43.1% | +27.6% |
| 1Y | +19.0% | -28.8% | +47.7% | +28.7% |
| 3Y | +130.4% | -4.0% | +134.3% | +126.2% |
| All | +133.7% | +3.4% | +130.3% | +116.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling