+244.6%
PM vs U
-34.9%
+279.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +14.9% | -19.6% | -4.6% |
| 7D | -3.4% | +24.3% | -27.6% | -3.3% |
| 30D | +5.8% | +8.6% | -2.7% | +5.9% |
| 3M | +6.7% | +37.6% | -30.9% | +6.8% |
| 6M | +19.9% | +78.5% | -58.6% | +20.0% |
| YTD | +27.8% | +10.5% | +17.3% | +28.3% |
| 1Y | +39.4% | +15.2% | +24.2% | +39.8% |
| 3Y | +146.9% | +76.6% | +70.3% | +144.7% |
| 5Y | +166.6% | -67.9% | +234.5% | +160.9% |
| All | +244.6% | -34.9% | +279.5% | +230.0% |
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