+241.3%
PM vs U
-31.3%
+272.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.5% | -7.3% | -1.8% |
| 7D | -5.2% | +36.6% | -41.8% | -5.1% |
| 30D | +2.7% | +13.3% | -10.6% | +2.8% |
| 3M | +6.1% | +26.2% | -20.0% | +6.3% |
| 6M | +18.0% | +88.7% | -70.7% | +18.2% |
| YTD | +26.6% | +16.6% | +10.0% | +27.1% |
| 1Y | +36.7% | +29.0% | +7.7% | +37.1% |
| 3Y | +146.0% | +99.5% | +46.5% | +143.8% |
| 5Y | +164.1% | -66.1% | +230.2% | +158.5% |
| All | +241.3% | -31.3% | +272.6% | +226.9% |
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