+160.8%
PM vs U
-72.9%
+233.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.1% |
| 7D | -7.1% | +16.9% | -24.0% | -7.0% |
| 30D | -2.8% | +6.4% | -9.2% | -2.7% |
| 3M | +6.3% | +13.2% | -6.8% | +6.4% |
| 6M | +9.6% | +84.8% | -75.1% | +9.6% |
| YTD | +25.6% | +12.4% | +13.2% | +26.1% |
| 1Y | +29.7% | +19.8% | +9.9% | +30.0% |
| 3Y | +147.6% | +83.8% | +63.7% | +144.1% |
| All | +160.8% | -72.9% | +233.6% | +149.7% |
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