+17.4%
PM vs XYZ
+9.3%
+8.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -2.0% |
| 7D | -4.9% | -1.0% | -3.9% | -4.9% |
| 30D | -3.4% | -1.7% | -1.7% | -3.5% |
| 3M | +5.2% | +16.7% | -11.6% | +6.8% |
| 6M | +3.7% | +26.9% | -23.1% | +5.8% |
| YTD | +15.8% | +27.1% | -11.4% | +18.6% |
| 1Y | +17.4% | +9.3% | +8.1% | +16.9% |
| All | +17.4% | +9.3% | +8.1% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 1y: compounded portfolio wealth divided by compounded XYZ 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…
1y analysis · Full analysis span regression · 6 months rolling