+117.4%
PM vs U
-68.9%
+186.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -2.0% |
| 7D | -4.9% | -3.8% | -1.1% | -4.9% |
| 30D | -3.4% | +17.5% | -20.8% | -3.4% |
| 3M | +5.2% | +38.7% | -33.6% | +5.1% |
| 6M | +3.7% | +104.4% | -100.7% | +3.4% |
| YTD | +15.8% | -5.7% | +21.4% | +16.1% |
| 1Y | +17.4% | +3.7% | +13.7% | +17.4% |
| 3Y | +116.9% | +12.3% | +104.6% | +114.6% |
| All | +117.4% | -68.9% | +186.3% | +109.3% |
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