+161.2%
PM vs U
-72.6%
+233.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.2% |
| 7D | -2.4% | +2.8% | -5.2% | -2.4% |
| 30D | -1.3% | +7.6% | -8.9% | -1.2% |
| 3M | +6.5% | +12.7% | -6.2% | +6.6% |
| 6M | +7.0% | +87.0% | -80.0% | +7.0% |
| YTD | +25.8% | +13.6% | +12.2% | +26.3% |
| 1Y | +30.9% | +25.3% | +5.6% | +31.2% |
| 3Y | +148.0% | +85.8% | +62.2% | +144.5% |
| 5Y | +161.2% | -74.5% | +235.7% | +150.1% |
| All | +161.2% | -72.6% | +233.8% | +150.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling