+235.0%
PM vs U
-32.9%
+267.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.6% |
| 7D | -6.6% | +24.4% | -31.0% | -6.5% |
| 30D | -3.4% | +7.4% | -10.8% | -3.4% |
| 3M | +5.3% | +16.8% | -11.5% | +5.4% |
| 6M | +15.5% | +78.8% | -63.2% | +15.7% |
| YTD | +24.3% | +14.0% | +10.3% | +24.7% |
| 1Y | +29.7% | +16.7% | +13.0% | +30.1% |
| 3Y | +144.9% | +86.4% | +58.5% | +142.8% |
| 5Y | +159.0% | -71.5% | +230.5% | +153.0% |
| All | +235.0% | -32.9% | +267.9% | +220.9% |
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