+36.7%
PM vs U
+24.4%
+12.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.5% | -7.3% | -1.3% |
| 7D | -5.2% | +36.6% | -41.8% | -2.4% |
| 30D | +2.7% | +13.3% | -10.6% | +4.3% |
| 3M | +6.1% | +26.2% | -20.0% | +8.8% |
| 6M | +18.0% | +88.7% | -70.7% | +25.0% |
| YTD | +26.6% | +16.6% | +10.0% | +31.4% |
| 1Y | +36.7% | +29.0% | +7.7% | +41.5% |
| All | +36.7% | +24.4% | +12.3% | +41.5% |
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