+212.1%
PM vs U
-44.5%
+256.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.2% |
| 6M | +3.7% | +104.4% | -100.7% | +3.6% |
| YTD | +15.8% | -5.7% | +21.4% | +16.1% |
| 1Y | +17.4% | +3.7% | +13.7% | +17.5% |
| 3Y | +116.9% | +12.3% | +104.6% | +115.3% |
| 5Y | +117.3% | -68.8% | +186.1% | +112.9% |
| All | +212.1% | -44.5% | +256.6% | +198.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling