+46.9%
PM vs U
+17.5%
+29.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.9% | -3.3% | +1.9% |
| 7D | +4.3% | +7.5% | -3.2% | +4.9% |
| 30D | +11.5% | -7.0% | +18.5% | +11.1% |
| 3M | +13.0% | +20.6% | -7.5% | +14.9% |
| 6M | +25.9% | +53.2% | -27.3% | +30.3% |
| YTD | +34.0% | -3.9% | +37.9% | +36.9% |
| 1Y | +46.9% | +18.4% | +28.5% | +50.0% |
| All | +46.9% | +17.5% | +29.4% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 1y: compounded portfolio wealth divided by compounded U 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…
1y analysis · Full analysis span regression · 6 months rolling