+243.2%
PM vs U
-29.6%
+272.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.2% | -4.1% | +1.2% |
| 7D | +0.5% | +2.6% | -2.0% | +0.6% |
| 30D | -3.2% | +27.6% | -30.8% | -3.1% |
| 3M | +6.2% | +15.3% | -9.1% | +6.4% |
| 6M | +7.7% | +96.4% | -88.7% | +7.8% |
| YTD | +27.3% | +19.6% | +7.7% | +27.8% |
| 1Y | +32.8% | +42.1% | -9.3% | +33.1% |
| 3Y | +150.0% | +87.5% | +62.5% | +148.0% |
| 5Y | +164.2% | -73.1% | +237.4% | +157.8% |
| All | +243.2% | -29.6% | +272.8% | +228.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling